-5.5%
BAH vs VSXY
+33.4%
-38.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.1% | +7.9% | +4.9% |
| 7D | +2.4% | -0.3% | +2.8% | +2.4% |
| 30D | -2.9% | -22.1% | +19.1% | -2.3% |
| 3M | -1.3% | -1.1% | -0.2% | -1.4% |
| 6M | -0.9% | +53.8% | -54.7% | -2.8% |
| YTD | -8.2% | +35.5% | -43.7% | -9.6% |
| 1Y | -24.0% | +186.0% | -210.0% | -27.1% |
| 3Y | -28.1% | +343.2% | -371.3% | -32.6% |
| 5Y | +2.5% | +19.0% | -16.5% | -5.2% |
| All | -5.5% | +33.4% | -38.9% | -9.0% |
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