-4.6%
BA vs VSXY
+37.4%
-42.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.5% |
| 7D | +1.2% | -14.0% | +15.1% | +3.0% |
| 30D | -11.6% | -15.9% | +4.3% | -9.8% |
| 3M | -2.4% | +3.4% | -5.8% | -3.3% |
| 6M | -6.6% | +25.9% | -32.5% | -12.0% |
| YTD | -2.2% | +39.5% | -41.7% | -9.8% |
| 1Y | -8.0% | +194.4% | -202.4% | -25.8% |
| 3Y | -5.0% | +281.4% | -286.4% | -32.2% |
| 5Y | -2.7% | +12.8% | -15.5% | -18.1% |
| All | -4.6% | +37.4% | -42.0% | -21.7% |
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 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