+167.1%
VSXY vs VT
+67.5%
+99.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +0.9% |
| 7D | +15.2% | +0.4% | +14.8% | +14.5% |
| 30D | +37.0% | -2.6% | +39.6% | +42.9% |
| 3M | +15.2% | -3.2% | +18.4% | +21.0% |
| 6M | +136.3% | +0.9% | +135.4% | +130.9% |
| YTD | +109.6% | +11.3% | +98.3% | +74.7% |
| 1Y | +223.7% | +14.0% | +209.7% | +159.2% |
| 3Y | +516.3% | +75.8% | +440.4% | +152.6% |
| 5Y | +125.1% | +57.8% | +67.3% | +13.0% |
| All | +167.1% | +67.5% | +99.6% | +21.7% |
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