+136.4%
BAC vs VSXY
+353.1%
-216.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +4.0% | +0.8% |
| 7D | +0.6% | -10.7% | +11.3% | +1.7% |
| 30D | -1.4% | -24.3% | +22.9% | +1.3% |
| 3M | +15.7% | +1.0% | +14.7% | +15.0% |
| 6M | +32.2% | +57.4% | -25.2% | +22.8% |
| YTD | +15.8% | +39.8% | -24.0% | +8.8% |
| 1Y | +27.3% | +196.5% | -169.2% | +7.7% |
| All | +136.4% | +353.1% | -216.7% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling