+25.3%
VSAT vs VSXY
+106.2%
-80.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.3% |
| 7D | +5.9% | -1.7% | +7.6% | +6.5% |
| 30D | +9.7% | +20.1% | -10.4% | +4.8% |
| 3M | -18.3% | +16.6% | -34.9% | -22.1% |
| 6M | -4.1% | +134.9% | -139.0% | -26.9% |
| YTD | +96.5% | +96.0% | +0.5% | +55.0% |
| 1Y | +89.3% | +203.8% | -114.5% | +29.8% |
| 3Y | +270.1% | +465.3% | -195.3% | +90.2% |
| All | +25.3% | +106.2% | -80.9% | -26.3% |
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