-32.1%
BAX vs VSXY
+369.6%
-401.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.6% | -4.2% |
| 7D | -2.4% | -6.8% | +4.3% | -1.7% |
| 30D | -9.7% | -20.4% | +10.6% | -7.3% |
| 3M | +29.3% | +2.9% | +26.4% | +28.3% |
| 6M | +40.7% | +67.9% | -27.3% | +28.6% |
| YTD | +30.3% | +44.9% | -14.6% | +21.0% |
| 1Y | +3.4% | +205.9% | -202.5% | -13.5% |
| All | -32.1% | +369.6% | -401.7% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling