+154.2%
VSXY vs VT
+63.3%
+91.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.3% |
| 7D | +11.8% | -2.3% | +14.1% | +16.1% |
| 30D | +25.9% | -5.0% | +30.9% | +36.5% |
| 3M | +15.5% | -4.9% | +20.4% | +24.7% |
| 6M | +109.7% | -1.5% | +111.3% | +113.4% |
| YTD | +99.5% | +8.5% | +91.0% | +73.2% |
| 1Y | +197.5% | +11.4% | +186.1% | +147.1% |
| 3Y | +453.3% | +70.1% | +383.2% | +139.1% |
| 5Y | +110.3% | +53.7% | +56.5% | +10.0% |
| All | +154.2% | +63.3% | +91.0% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling