+85.5%
VUG vs VSXY
+42.7%
+42.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -0.8% |
| 7D | +0.9% | -6.8% | +7.6% | +1.5% |
| 30D | -1.4% | -20.4% | +18.9% | +0.9% |
| 3M | +2.3% | +2.9% | -0.6% | +1.5% |
| 6M | +15.7% | +67.9% | -52.2% | +6.4% |
| YTD | +8.6% | +44.9% | -36.2% | +1.2% |
| 1Y | +14.1% | +205.9% | -191.9% | -4.7% |
| 3Y | +87.9% | +373.9% | -286.0% | +36.9% |
| 5Y | +76.3% | +23.5% | +52.9% | +52.9% |
| All | +85.5% | +42.7% | +42.8% | +59.5% |
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 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