+953.6%
VRT vs VSXY
+19.3%
+934.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.5% | -6.1% | -8.8% |
| 7D | +2.4% | -10.7% | +13.1% | +4.7% |
| 30D | -2.7% | -24.3% | +21.6% | +2.9% |
| 3M | -9.2% | +1.0% | -10.2% | -10.5% |
| 6M | -0.5% | +57.4% | -57.9% | -14.3% |
| YTD | +62.3% | +39.8% | +22.6% | +41.9% |
| 1Y | +109.6% | +196.5% | -86.9% | +48.6% |
| 3Y | +573.1% | +357.2% | +215.8% | +266.7% |
| 5Y | +953.6% | +18.9% | +934.7% | +775.3% |
| All | +953.6% | +19.3% | +934.3% | +775.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling