-5.3%
BA vs VSXY
+42.7%
-48.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.2% |
| 7D | +2.5% | -6.8% | +9.2% | +3.2% |
| 30D | -10.1% | -20.4% | +10.3% | -7.6% |
| 3M | -2.4% | +2.9% | -5.3% | -3.3% |
| 6M | -8.8% | +67.9% | -76.7% | -17.6% |
| YTD | -2.9% | +44.9% | -47.8% | -10.9% |
| 1Y | -8.8% | +205.9% | -214.7% | -26.8% |
| 3Y | -0.3% | +373.9% | -374.1% | -31.7% |
| 5Y | -0.3% | +23.5% | -23.8% | -16.7% |
| All | -5.3% | +42.7% | -48.0% | -22.6% |
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