+60.3%
VSH vs VSXY
+37.4%
+22.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.9% |
| 7D | +4.1% | -14.0% | +18.0% | +7.3% |
| 30D | -4.2% | -15.9% | +11.8% | -0.9% |
| 3M | -50.0% | +3.4% | -53.4% | -50.9% |
| 6M | +80.2% | +25.9% | +54.3% | +65.5% |
| YTD | +121.1% | +39.5% | +81.6% | +97.2% |
| 1Y | +112.0% | +194.4% | -82.4% | +58.8% |
| 3Y | +22.5% | +281.4% | -258.9% | -17.9% |
| 5Y | +64.0% | +12.8% | +51.3% | +27.1% |
| All | +60.3% | +37.4% | +22.9% | +23.8% |
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