-9.1%
BAH vs VSXY
+37.4%
-46.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.5% |
| 7D | -3.2% | -14.0% | +10.7% | -2.8% |
| 30D | +2.0% | -15.9% | +17.9% | +2.5% |
| 3M | -7.6% | +3.4% | -11.0% | -7.8% |
| 6M | -5.7% | +25.9% | -31.6% | -6.8% |
| YTD | -11.7% | +39.5% | -51.2% | -13.1% |
| 1Y | -27.4% | +194.4% | -221.7% | -30.4% |
| 3Y | -32.5% | +281.4% | -314.0% | -36.5% |
| 5Y | -3.3% | +12.8% | -16.1% | -11.3% |
| All | -9.1% | +37.4% | -46.5% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling