-28.8%
BB vs VSXY
+37.4%
-66.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | -5.6% | -14.0% | +8.4% | -3.1% |
| 30D | -11.8% | -15.9% | +4.1% | -9.2% |
| 3M | -25.5% | +3.4% | -28.9% | -26.6% |
| 6M | +121.3% | +25.9% | +95.4% | +104.8% |
| YTD | +103.2% | +39.5% | +63.7% | +83.2% |
| 1Y | +102.6% | +194.4% | -91.7% | +54.3% |
| 3Y | +37.5% | +281.4% | -243.9% | -11.0% |
| 5Y | -30.4% | +12.8% | -43.2% | -44.2% |
| All | -28.8% | +37.4% | -66.2% | -44.5% |
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