-29.1%
BB vs VSXY
+37.5%
-66.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -12.5% | -18.7% | +6.1% | -9.3% |
| 3M | -17.4% | -4.0% | -13.5% | -17.4% |
| 6M | +119.1% | +67.5% | +51.7% | +92.6% |
| YTD | +102.4% | +39.7% | +62.7% | +82.4% |
| 1Y | +98.2% | +180.0% | -81.8% | +52.6% |
| 3Y | +46.9% | +337.3% | -290.3% | -8.1% |
| 5Y | -26.4% | +22.7% | -49.1% | -41.2% |
| All | -29.1% | +37.5% | -66.7% | -44.7% |
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