-66.7%
BAX vs VSXY
+33.4%
-100.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.5% |
| 7D | -5.4% | -0.3% | -5.1% | -5.4% |
| 30D | -12.4% | -22.1% | +9.7% | -10.2% |
| 3M | +19.1% | -1.1% | +20.2% | +18.9% |
| 6M | +38.6% | +53.8% | -15.2% | +30.0% |
| YTD | +26.7% | +35.5% | -8.8% | +20.1% |
| 1Y | +1.0% | +186.0% | -185.0% | -11.8% |
| 3Y | -33.9% | +343.2% | -377.1% | -46.5% |
| 5Y | -67.0% | +19.0% | -86.0% | -72.0% |
| All | -66.7% | +33.4% | -100.1% | -71.1% |
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