+22.8%
VSXY vs VO
+41.5%
-18.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.2% |
| 7D | -10.7% | -0.6% | -10.1% | -10.1% |
| 30D | -24.3% | -1.9% | -22.3% | -22.1% |
| 3M | +1.0% | +3.3% | -2.2% | -4.5% |
| 6M | +57.4% | +9.7% | +47.7% | +36.1% |
| YTD | +39.8% | +12.6% | +27.2% | +16.7% |
| 1Y | +196.5% | +13.6% | +182.8% | +144.7% |
| 3Y | +357.2% | +56.8% | +300.4% | +140.2% |
| All | +22.8% | +41.5% | -18.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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