+52.3%
VSAT vs VSXY
+42.7%
+9.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.9% | -0.6% | +2.3% |
| 7D | +17.3% | -6.8% | +24.1% | +18.9% |
| 30D | -3.3% | -20.4% | +17.1% | +1.7% |
| 3M | +18.7% | +2.9% | +15.8% | +16.7% |
| 6M | +77.6% | +67.9% | +9.6% | +49.1% |
| YTD | +125.6% | +44.9% | +80.8% | +94.8% |
| 1Y | +158.3% | +205.9% | -47.6% | +80.0% |
| 3Y | +226.1% | +373.9% | -147.7% | +84.6% |
| 5Y | +54.7% | +23.5% | +31.2% | +3.8% |
| All | +52.3% | +42.7% | +9.6% | -1.0% |
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