+17.5%
BBIO vs VSXY
+35.5%
-18.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -3.3% | -1.3% | -1.9% | -3.1% |
| 30D | -9.4% | -16.3% | +6.9% | -6.8% |
| 3M | +8.4% | -5.5% | +13.9% | +8.6% |
| 6M | +4.3% | +66.2% | -61.9% | -8.6% |
| YTD | -5.4% | +37.6% | -43.0% | -14.5% |
| 1Y | +41.3% | +181.9% | -140.6% | +9.3% |
| 3Y | +144.4% | +318.5% | -174.2% | +54.6% |
| 5Y | +48.5% | +23.9% | +24.7% | +23.0% |
| All | +17.5% | +35.5% | -18.0% | -4.8% |
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 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