+22.6%
BAC vs VSXY
+106.2%
-83.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +3.2% | -1.7% | +5.0% | +3.5% |
| 30D | -0.7% | +20.1% | -20.8% | -3.4% |
| 3M | -20.0% | +16.6% | -36.6% | -22.1% |
| 6M | +3.4% | +134.9% | -131.5% | -11.6% |
| YTD | -5.7% | +96.0% | -101.7% | -17.7% |
| 1Y | -1.4% | +203.8% | -205.2% | -20.5% |
| 3Y | +97.9% | +465.3% | -367.4% | +30.6% |
| All | +22.6% | +106.2% | -83.6% | -1.8% |
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