+62.5%
VUG vs VSXY
+106.2%
-43.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +2.5% | -1.7% | +4.2% | +2.7% |
| 30D | -6.3% | +20.1% | -26.4% | -8.4% |
| 3M | -6.0% | +16.6% | -22.6% | -8.2% |
| 6M | -3.5% | +134.9% | -138.5% | -15.3% |
| YTD | +3.9% | +96.0% | -92.1% | -7.3% |
| 1Y | +5.1% | +203.8% | -198.7% | -12.5% |
| 3Y | +77.9% | +465.3% | -387.5% | +24.5% |
| All | +62.5% | +106.2% | -43.7% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling