+84.6%
VSXY vs VT
+72.7%
+11.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.7% |
| 7D | -6.8% | +1.0% | -7.8% | -8.6% |
| 30D | -20.4% | -0.2% | -20.1% | -20.3% |
| 3M | +2.9% | +4.5% | -1.6% | -4.9% |
| 6M | +67.9% | +14.1% | +53.9% | +34.5% |
| YTD | +44.9% | +14.8% | +30.1% | +15.0% |
| 1Y | +205.9% | +21.2% | +184.7% | +123.2% |
| 3Y | +373.9% | +76.6% | +297.3% | +92.6% |
| 5Y | +23.5% | +66.6% | -43.1% | -42.7% |
| All | +84.6% | +72.7% | +11.9% | -19.9% |
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