+72.3%
VT vs VSXY
+37.4%
+34.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | +0.4% | -14.0% | +14.4% | +1.8% |
| 30D | +1.0% | -15.9% | +16.9% | +2.4% |
| 3M | +2.4% | +3.4% | -1.0% | +1.6% |
| 6M | +12.0% | +25.9% | -13.9% | +7.7% |
| YTD | +15.3% | +39.5% | -24.1% | +9.4% |
| 1Y | +22.6% | +194.4% | -171.8% | +6.7% |
| 3Y | +74.7% | +281.4% | -206.8% | +39.8% |
| 5Y | +66.1% | +12.8% | +53.4% | +47.9% |
| All | +72.3% | +37.4% | +34.9% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling