-33.4%
BAX vs VSXY
+353.1%
-386.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-09 to 2026-09-09.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.4% |
| 7D | -5.1% | -10.7% | +5.6% | -3.9% |
| 30D | -12.2% | -24.3% | +12.1% | -9.2% |
| 3M | +21.8% | +1.0% | +20.8% | +21.2% |
| 6M | +36.3% | +57.4% | -21.1% | +25.7% |
| YTD | +27.8% | +39.8% | -12.0% | +19.2% |
| 1Y | -0.1% | +196.5% | -196.5% | -16.0% |
| All | -33.4% | +353.1% | -386.5% | -52.9% |
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 2023-09-09 to 2026-09-09: 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…
2023-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling