+794.0%
VST vs VSXY
+37.4%
+756.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.2% |
| 7D | +8.9% | -14.0% | +22.9% | +10.7% |
| 30D | +6.2% | -15.9% | +22.1% | +8.2% |
| 3M | -2.7% | +3.4% | -6.1% | -3.5% |
| 6M | -8.4% | +25.9% | -34.3% | -12.6% |
| YTD | -7.2% | +39.5% | -46.7% | -12.9% |
| 1Y | -20.9% | +194.4% | -215.2% | -33.1% |
| 3Y | +384.0% | +281.4% | +102.6% | +284.4% |
| 5Y | +757.1% | +12.8% | +744.3% | +631.9% |
| All | +794.0% | +37.4% | +756.6% | +657.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling