+648.5%
VST vs VSXY
+96.5%
+552.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.6% | +8.9% | +10.4% |
| 7D | -9.8% | +11.8% | -21.6% | -11.1% |
| 30D | -25.1% | +25.9% | -51.1% | -27.3% |
| 3M | -11.6% | +15.5% | -27.1% | -13.6% |
| 6M | -20.9% | +109.7% | -130.6% | -29.1% |
| YTD | -22.3% | +99.5% | -121.8% | -30.4% |
| 1Y | -32.0% | +197.5% | -229.5% | -42.4% |
| 3Y | +262.4% | +453.3% | -190.9% | +175.3% |
| 5Y | +563.4% | +110.3% | +453.1% | +435.9% |
| All | +648.5% | +96.5% | +552.1% | +505.6% |
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