+160.6%
VSXY vs VT
+66.7%
+93.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -1.7% |
| 7D | +10.2% | -0.1% | +10.3% | +10.4% |
| 30D | +33.6% | -3.1% | +36.7% | +40.5% |
| 3M | +10.8% | -3.5% | +14.3% | +16.9% |
| 6M | +130.5% | +0.5% | +130.1% | +127.1% |
| YTD | +104.4% | +10.8% | +93.7% | +71.8% |
| 1Y | +216.5% | +11.9% | +204.6% | +161.6% |
| 3Y | +465.9% | +73.0% | +392.9% | +138.0% |
| 5Y | +123.1% | +58.6% | +64.5% | +10.9% |
| All | +160.6% | +66.7% | +93.9% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling