+78.2%
VSXY vs VEU
+60.9%
+17.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.4% |
| 7D | -10.7% | +0.3% | -11.0% | -11.3% |
| 30D | -24.3% | +0.7% | -24.9% | -25.2% |
| 3M | +1.0% | +4.7% | -3.7% | -6.0% |
| 6M | +57.4% | +11.6% | +45.7% | +33.4% |
| YTD | +39.8% | +16.8% | +23.0% | +10.6% |
| 1Y | +196.5% | +24.9% | +171.6% | +113.8% |
| 3Y | +357.2% | +75.7% | +281.5% | +100.3% |
| 5Y | +18.9% | +56.1% | -37.2% | -37.0% |
| All | +78.2% | +60.9% | +17.2% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling