+76.1%
VTR vs VSXY
+37.5%
+38.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +1.1% | -18.7% | +19.8% | +2.1% |
| 3M | +7.9% | -4.0% | +11.9% | +7.9% |
| 6M | +6.2% | +67.5% | -61.3% | +1.9% |
| YTD | +17.7% | +39.7% | -21.9% | +14.0% |
| 1Y | +32.9% | +180.0% | -147.1% | +21.8% |
| 3Y | +129.7% | +337.3% | -207.6% | +91.1% |
| 5Y | +89.3% | +22.7% | +66.6% | +74.7% |
| All | +76.1% | +37.5% | +38.6% | +61.8% |
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 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