-0.9%
BA vs VSXY
+14.5%
-15.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.5% |
| 7D | +1.2% | -14.0% | +15.1% | +3.1% |
| 30D | -11.6% | -15.9% | +4.3% | -9.7% |
| 3M | -2.4% | +3.4% | -5.8% | -3.4% |
| 6M | -6.6% | +25.9% | -32.5% | -12.2% |
| YTD | -2.2% | +39.5% | -41.7% | -10.2% |
| 1Y | -8.0% | +194.4% | -202.4% | -26.8% |
| 3Y | -5.0% | +281.4% | -286.4% | -34.1% |
| All | -0.9% | +14.5% | -15.4% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling