+74.9%
VTR vs VSXY
+37.7%
+37.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.4% |
| 7D | -2.9% | -10.7% | +7.8% | -2.4% |
| 30D | -2.8% | -24.3% | +21.5% | -1.4% |
| 3M | +9.0% | +1.0% | +8.0% | +8.7% |
| 6M | +5.0% | +57.4% | -52.4% | +1.2% |
| YTD | +16.9% | +39.8% | -22.9% | +13.2% |
| 1Y | +34.3% | +196.5% | -162.2% | +22.6% |
| 3Y | +131.6% | +357.2% | -225.7% | +91.6% |
| 5Y | +88.0% | +18.9% | +69.1% | +73.5% |
| All | +74.9% | +37.7% | +37.3% | +60.7% |
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