+82.9%
VTV vs VSXY
+37.7%
+45.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | 0.0% |
| 7D | -0.7% | -10.7% | +10.1% | +0.1% |
| 30D | -0.5% | -24.3% | +23.8% | +1.5% |
| 3M | +5.3% | +1.0% | +4.3% | +4.9% |
| 6M | +12.9% | +57.4% | -44.5% | +7.2% |
| YTD | +18.5% | +39.8% | -21.3% | +13.3% |
| 1Y | +25.3% | +196.5% | -171.2% | +11.5% |
| 3Y | +68.2% | +357.2% | -289.0% | +36.8% |
| 5Y | +80.6% | +18.9% | +61.7% | +62.8% |
| All | +82.9% | +37.7% | +45.2% | +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 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