+7.2%
BAH vs VSXY
+106.2%
-99.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.3% |
| 7D | +1.7% | -1.7% | +3.4% | +1.8% |
| 30D | +20.8% | +20.1% | +0.7% | +20.0% |
| 3M | +11.6% | +16.6% | -5.0% | +10.8% |
| 6M | +23.1% | +134.9% | -111.8% | +18.2% |
| YTD | +5.3% | +96.0% | -90.7% | +1.8% |
| 1Y | +6.1% | +203.8% | -197.6% | +0.5% |
| 3Y | -27.5% | +465.3% | -492.8% | -34.5% |
| All | +7.2% | +106.2% | -99.0% | -2.5% |
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