-26.7%
BB vs VSXY
+22.6%
-49.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.2% |
| 3M | -17.4% | -4.0% | -13.5% | -17.5% |
| 6M | +119.1% | +67.5% | +51.7% | +91.2% |
| YTD | +102.4% | +39.7% | +62.7% | +81.3% |
| 1Y | +98.2% | +180.0% | -81.8% | +50.1% |
| 3Y | +46.9% | +337.3% | -290.3% | -12.0% |
| All | -26.7% | +22.6% | -49.4% | -34.8% |
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