+77.8%
VSXY vs VO
+50.4%
+27.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.9% |
| 7D | -14.0% | -0.3% | -13.7% | -13.8% |
| 30D | -15.9% | -0.3% | -15.6% | -15.7% |
| 3M | +3.4% | +2.9% | +0.4% | -1.9% |
| 6M | +25.9% | +9.3% | +16.6% | +9.9% |
| YTD | +39.5% | +14.2% | +25.3% | +13.8% |
| 1Y | +194.4% | +15.3% | +179.1% | +137.4% |
| 3Y | +281.4% | +56.2% | +225.2% | +100.8% |
| 5Y | +12.8% | +42.4% | -29.7% | -29.8% |
| All | +77.8% | +50.4% | +27.4% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling