-22.1%
BA vs VSXY
+101.4%
-123.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | 0.0% | +10.2% | -10.1% | -1.3% |
| 30D | -8.9% | +33.6% | -42.6% | -12.4% |
| 3M | -25.5% | +10.8% | -36.3% | -26.9% |
| 6M | -27.0% | +130.5% | -157.5% | -36.6% |
| YTD | -20.1% | +104.4% | -124.6% | -30.1% |
| 1Y | -11.0% | +216.5% | -227.5% | -28.0% |
| 3Y | -11.8% | +465.9% | -477.8% | -40.1% |
| 5Y | -20.6% | +123.1% | -143.8% | -37.3% |
| All | -22.1% | +101.4% | -123.5% | -39.3% |
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 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