+82.9%
VTV vs VSXY
+37.5%
+45.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.0% | -18.7% | +17.6% | +0.4% |
| 3M | +4.6% | -4.0% | +8.6% | +4.6% |
| 6M | +13.5% | +67.5% | -54.0% | +7.3% |
| YTD | +18.5% | +39.7% | -21.2% | +13.3% |
| 1Y | +22.9% | +180.0% | -157.1% | +9.9% |
| 3Y | +67.8% | +337.3% | -269.4% | +37.2% |
| 5Y | +81.8% | +22.7% | +59.2% | +63.8% |
| All | +82.9% | +37.5% | +45.4% | +63.1% |
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