-26.4%
BA vs VSXY
+106.2%
-132.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -1.1% | -1.7% | +0.6% | -0.9% |
| 30D | -7.1% | +20.1% | -27.2% | -9.5% |
| 3M | -25.5% | +16.6% | -42.1% | -27.5% |
| 6M | -28.7% | +134.9% | -163.7% | -39.0% |
| YTD | -21.0% | +96.0% | -117.0% | -31.1% |
| 1Y | -11.9% | +203.8% | -215.6% | -29.4% |
| 3Y | -16.2% | +465.3% | -481.5% | -45.4% |
| All | -26.4% | +106.2% | -132.6% | -40.7% |
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