+25.0%
VSXY vs VEU
+55.0%
-29.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +1.6% |
| 7D | +0.1% | -1.4% | +1.5% | +2.2% |
| 30D | -18.7% | -0.4% | -18.3% | -18.4% |
| 3M | -4.0% | +2.5% | -6.5% | -7.9% |
| 6M | +67.5% | +11.1% | +56.3% | +43.0% |
| YTD | +39.7% | +16.5% | +23.1% | +11.0% |
| 1Y | +180.0% | +22.9% | +157.1% | +106.7% |
| 3Y | +337.3% | +73.4% | +263.9% | +95.9% |
| All | +25.0% | +55.0% | -29.9% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling