+4.4%
BDX vs VSXY
+37.7%
-33.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.1% |
| 7D | -3.6% | -10.7% | +7.2% | -3.1% |
| 30D | +0.7% | -24.3% | +24.9% | +1.8% |
| 3M | +19.0% | +1.0% | +17.9% | +18.8% |
| 6M | +10.8% | +57.4% | -46.6% | +7.9% |
| YTD | +20.1% | +39.8% | -19.6% | +17.4% |
| 1Y | +23.1% | +196.5% | -173.4% | +15.7% |
| 3Y | -8.8% | +357.2% | -366.1% | -17.8% |
| 5Y | -1.4% | +18.9% | -20.3% | -8.8% |
| All | +4.4% | +37.7% | -33.2% | -2.2% |
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