-67.1%
BAX vs VSXY
+19.3%
-86.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.5% |
| 7D | -5.1% | -10.7% | +5.6% | -4.0% |
| 30D | -12.2% | -24.3% | +12.1% | -9.4% |
| 3M | +21.8% | +1.0% | +20.8% | +21.2% |
| 6M | +36.3% | +57.4% | -21.1% | +26.6% |
| YTD | +27.8% | +39.8% | -12.0% | +20.0% |
| 1Y | -0.1% | +196.5% | -196.5% | -14.6% |
| 3Y | -33.3% | +357.2% | -390.6% | -48.2% |
| 5Y | -67.1% | +18.9% | -86.0% | -71.4% |
| All | -67.1% | +19.3% | -86.4% | -71.4% |
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