+804.8%
VST vs VSXY
+37.7%
+767.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | 0.0% |
| 7D | +5.3% | -10.7% | +16.0% | +6.6% |
| 30D | +5.8% | -24.3% | +30.0% | +9.1% |
| 3M | +3.5% | +1.0% | +2.5% | +2.9% |
| 6M | -7.4% | +57.4% | -64.8% | -13.9% |
| YTD | -6.1% | +39.8% | -45.9% | -11.9% |
| 1Y | -21.6% | +196.5% | -218.1% | -33.7% |
| 3Y | +357.2% | +357.2% | -0.1% | +256.7% |
| 5Y | +777.0% | +18.9% | +758.1% | +647.9% |
| All | +804.8% | +37.7% | +767.1% | +666.3% |
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 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