-22.5%
BA vs VSXY
+106.4%
-128.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.3% |
| 7D | -1.7% | +15.2% | -16.9% | -3.6% |
| 30D | -9.5% | +37.0% | -46.4% | -13.2% |
| 3M | -26.5% | +15.2% | -41.7% | -28.2% |
| 6M | -27.4% | +136.3% | -163.7% | -37.2% |
| YTD | -20.6% | +109.6% | -130.2% | -30.7% |
| 1Y | -11.4% | +223.7% | -235.1% | -28.6% |
| 3Y | -10.8% | +516.3% | -527.1% | -40.3% |
| 5Y | -21.9% | +125.1% | -147.1% | -38.5% |
| All | -22.5% | +106.4% | -128.9% | -39.9% |
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