+706.8%
VST vs VSXY
+90.2%
+616.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +1.3% |
| 7D | +19.2% | -1.6% | +20.7% | +19.4% |
| 30D | -17.2% | +17.8% | -35.0% | -18.9% |
| 3M | -8.1% | +12.5% | -20.6% | -9.9% |
| 6M | -8.1% | +124.7% | -132.9% | -18.3% |
| YTD | -16.3% | +93.2% | -109.4% | -24.7% |
| 1Y | -24.1% | +195.6% | -219.8% | -35.7% |
| 3Y | +300.2% | +434.6% | -134.4% | +205.3% |
| 5Y | +645.9% | +103.3% | +542.6% | +504.9% |
| All | +706.8% | +90.2% | +616.5% | +555.1% |
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