+65.5%
VT vs VSXY
+101.4%
-35.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.2% |
| 7D | -0.1% | +10.2% | -10.3% | -1.1% |
| 30D | -3.1% | +33.6% | -36.7% | -5.7% |
| 3M | -3.5% | +10.8% | -14.3% | -4.7% |
| 6M | +0.5% | +130.5% | -130.1% | -8.8% |
| YTD | +10.8% | +104.4% | -93.7% | +1.2% |
| 1Y | +11.9% | +216.5% | -204.6% | -2.8% |
| 3Y | +73.0% | +465.9% | -392.9% | +33.8% |
| 5Y | +58.6% | +123.1% | -64.5% | +35.2% |
| All | +65.5% | +101.4% | -35.9% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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