+85.2%
BAC vs VSXY
+37.5%
+47.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.2% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -2.8% | -18.7% | +15.9% | -0.2% |
| 3M | +14.2% | -4.0% | +18.2% | +14.1% |
| 6M | +30.5% | +67.5% | -36.9% | +17.7% |
| YTD | +15.8% | +39.7% | -23.8% | +6.9% |
| 1Y | +26.2% | +180.0% | -153.8% | +3.2% |
| 3Y | +136.5% | +337.3% | -200.8% | +65.2% |
| 5Y | +75.9% | +22.7% | +53.3% | +47.2% |
| All | +85.2% | +37.5% | +47.6% | +52.0% |
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