+13.8%
VZ vs VSXY
+96.5%
-82.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.0% |
| 7D | +2.1% | +11.8% | -9.7% | +1.9% |
| 30D | +1.4% | +25.9% | -24.6% | +0.9% |
| 3M | -1.3% | +15.5% | -16.8% | -1.6% |
| 6M | -0.5% | +109.7% | -110.3% | -2.3% |
| YTD | +19.6% | +99.5% | -79.8% | +17.5% |
| 1Y | +22.4% | +197.5% | -175.1% | +18.8% |
| 3Y | +55.9% | +453.3% | -397.4% | +46.4% |
| 5Y | +20.4% | +110.3% | -89.8% | +16.0% |
| All | +13.8% | +96.5% | -82.7% | +9.5% |
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