-64.4%
BAX vs VSXY
+93.0%
-157.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.1% | -1.7% | +1.8% | +0.3% |
| 30D | +4.1% | +20.1% | -16.0% | +2.0% |
| 3M | -4.5% | +16.6% | -21.1% | -6.4% |
| 6M | +49.2% | +134.9% | -85.7% | +33.7% |
| YTD | +35.2% | +96.0% | -60.7% | +23.0% |
| 1Y | +38.3% | +203.8% | -165.5% | +19.7% |
| 3Y | -19.0% | +465.3% | -484.4% | -36.3% |
| 5Y | -64.2% | +106.3% | -170.5% | -70.5% |
| All | -64.4% | +93.0% | -157.4% | -70.4% |
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 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