+149.8%
VSXY vs VO
+50.2%
+99.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.7% | +3.1% | -4.8% | -6.3% |
| 30D | +20.1% | +2.2% | +17.9% | +16.1% |
| 3M | +16.6% | -2.5% | +19.1% | +20.9% |
| 6M | +134.9% | +7.0% | +128.0% | +110.3% |
| YTD | +96.0% | +14.0% | +82.0% | +60.0% |
| 1Y | +203.8% | +15.6% | +188.1% | +142.5% |
| 3Y | +465.3% | +66.2% | +399.2% | +171.3% |
| 5Y | +106.3% | +36.6% | +69.7% | +33.7% |
| All | +149.8% | +50.2% | +99.6% | +38.8% |
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