+85.3%
VUG vs VSXY
+37.5%
+47.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -1.0% | -18.7% | +17.7% | +1.2% |
| 3M | +3.5% | -4.0% | +7.5% | +3.5% |
| 6M | +14.2% | +67.5% | -53.3% | +5.0% |
| YTD | +8.5% | +39.7% | -31.2% | +1.5% |
| 1Y | +12.9% | +180.0% | -167.1% | -4.6% |
| 3Y | +85.6% | +337.3% | -251.6% | +37.0% |
| 5Y | +78.1% | +22.7% | +55.5% | +55.0% |
| All | +85.3% | +37.5% | +47.7% | +60.0% |
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