+67.9%
VSH vs VSXY
+37.5%
+30.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.1% | +3.1% | +5.5% |
| 7D | +4.8% | +0.1% | +4.6% | +4.7% |
| 30D | -0.7% | -18.7% | +18.0% | +3.4% |
| 3M | -43.1% | -4.0% | -39.1% | -43.2% |
| 6M | +91.8% | +67.5% | +24.3% | +66.0% |
| YTD | +131.6% | +39.7% | +92.0% | +106.5% |
| 1Y | +118.1% | +180.0% | -61.9% | +65.1% |
| 3Y | +40.9% | +337.3% | -296.4% | -8.0% |
| 5Y | +75.8% | +22.7% | +53.1% | +35.9% |
| All | +67.9% | +37.5% | +30.4% | +29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling