-20.9%
VST vs VSXY
+106.9%
-127.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.6% | +8.9% | +10.5% |
| 7D | -9.8% | +11.8% | -21.6% | -10.4% |
| 30D | -25.1% | +25.9% | -51.1% | -26.3% |
| 3M | -11.6% | +15.5% | -27.1% | -12.8% |
| 6M | -20.9% | +109.7% | -130.6% | -27.1% |
| All | -20.9% | +106.9% | -127.8% | -27.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling