+296.7%
VST vs VSXY
+455.0%
-158.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +6.6% | -1.7% | +8.3% | +6.8% |
| 30D | -12.4% | +20.1% | -32.5% | -14.6% |
| 3M | -9.0% | +16.6% | -25.6% | -11.3% |
| 6M | -6.4% | +134.9% | -141.4% | -18.7% |
| YTD | -17.2% | +96.0% | -113.2% | -26.8% |
| 1Y | -22.0% | +203.8% | -225.8% | -36.2% |
| 3Y | +296.7% | +465.3% | -168.7% | +193.9% |
| All | +296.7% | +455.0% | -158.3% | +193.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling