+919.1%
VRT vs VSXY
+37.4%
+881.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.7% | +3.8% |
| 7D | +9.1% | -14.0% | +23.1% | +12.2% |
| 30D | +0.9% | -15.9% | +16.8% | +3.9% |
| 3M | -13.4% | +3.4% | -16.8% | -15.1% |
| 6M | +11.7% | +25.9% | -14.2% | +1.9% |
| YTD | +73.2% | +39.5% | +33.7% | +52.6% |
| 1Y | +123.4% | +194.4% | -70.9% | +62.2% |
| 3Y | +606.2% | +281.4% | +324.7% | +330.6% |
| 5Y | +899.9% | +12.8% | +887.1% | +706.6% |
| All | +919.1% | +37.4% | +881.7% | +700.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling