+1,273.2%
BE vs VSXY
+19.2%
+1,254.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.0% |
| 7D | +23.9% | -10.7% | +34.7% | +26.9% |
| 30D | +27.8% | -24.3% | +52.1% | +36.1% |
| 3M | +3.7% | +1.0% | +2.7% | +1.2% |
| 6M | +78.0% | +57.4% | +20.6% | +49.9% |
| YTD | +209.9% | +39.8% | +170.1% | +168.0% |
| 1Y | +389.6% | +196.5% | +193.1% | +242.6% |
| 3Y | +1,730.6% | +357.2% | +1,373.3% | +871.1% |
| All | +1,273.2% | +19.2% | +1,254.0% | +1,012.6% |
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