+22.9%
VZ vs VSXY
+37.4%
-14.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.9% |
| 7D | +0.1% | -14.0% | +14.1% | +0.4% |
| 30D | +7.9% | -15.9% | +23.8% | +8.3% |
| 3M | +13.6% | +3.4% | +10.3% | +13.5% |
| 6M | +1.1% | +25.9% | -24.8% | +0.4% |
| YTD | +29.3% | +39.5% | -10.2% | +28.0% |
| 1Y | +21.2% | +194.4% | -173.1% | +17.7% |
| 3Y | +75.9% | +281.4% | -205.5% | +66.2% |
| 5Y | +24.1% | +12.8% | +11.3% | +20.6% |
| All | +22.9% | +37.4% | -14.4% | +19.3% |
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