-64.4%
BAX vs VSXY
+37.4%
-101.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.7% |
| 7D | -1.1% | -14.0% | +12.8% | +0.4% |
| 30D | -5.5% | -15.9% | +10.5% | -3.8% |
| 3M | +33.5% | +3.4% | +30.1% | +32.6% |
| 6M | +35.9% | +25.9% | +9.9% | +30.2% |
| YTD | +35.4% | +39.5% | -4.1% | +27.9% |
| 1Y | +9.8% | +194.4% | -184.6% | -4.4% |
| 3Y | -32.7% | +281.4% | -314.2% | -45.0% |
| 5Y | -65.6% | +12.8% | -78.3% | -71.0% |
| All | -64.4% | +37.4% | -101.8% | -69.2% |
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 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