+57.0%
VXUS vs VSXY
+37.5%
+19.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.7% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | -0.5% | -18.7% | +18.2% | +1.1% |
| 3M | +2.6% | -4.0% | +6.5% | +2.6% |
| 6M | +10.9% | +67.5% | -56.6% | +4.6% |
| YTD | +16.1% | +39.7% | -23.5% | +10.9% |
| 1Y | +22.3% | +180.0% | -157.7% | +9.3% |
| 3Y | +72.0% | +337.3% | -265.3% | +40.1% |
| 5Y | +54.1% | +22.7% | +31.5% | +39.8% |
| All | +57.0% | +37.5% | +19.4% | +41.0% |
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