+703.2%
VST vs VSXY
+106.4%
+596.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.1% | +2.2% | +6.7% |
| 7D | -0.5% | +15.2% | -15.7% | -2.2% |
| 30D | -17.1% | +37.0% | -54.1% | -20.2% |
| 3M | -4.6% | +15.2% | -19.8% | -6.6% |
| 6M | -9.1% | +136.3% | -145.4% | -19.6% |
| YTD | -16.6% | +109.6% | -126.2% | -25.7% |
| 1Y | -29.5% | +223.7% | -253.2% | -40.9% |
| 3Y | +297.5% | +516.3% | -218.8% | +198.8% |
| 5Y | +654.5% | +125.1% | +529.4% | +506.0% |
| All | +703.2% | +106.4% | +596.8% | +546.4% |
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