+34.6%
VSH vs VSXY
+93.0%
-58.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.5% |
| 7D | +14.3% | -1.7% | +16.1% | +14.9% |
| 30D | -7.9% | +20.1% | -28.0% | -11.6% |
| 3M | -19.9% | +16.6% | -36.4% | -23.2% |
| 6M | -30.5% | +134.9% | -165.5% | -44.3% |
| YTD | +85.7% | +96.0% | -10.3% | +53.1% |
| 1Y | +98.9% | +203.8% | -104.8% | +47.8% |
| 3Y | +32.1% | +465.3% | -433.2% | -18.6% |
| 5Y | +39.7% | +106.3% | -66.6% | -0.4% |
| All | +34.6% | +93.0% | -58.4% | -3.9% |
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