+1,129.4%
BE vs VSXY
+42.7%
+1,086.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.9% | +5.8% | +8.7% |
| 7D | +29.8% | -6.8% | +36.5% | +31.4% |
| 30D | +26.4% | -20.4% | +46.8% | +32.7% |
| 3M | +9.3% | +2.9% | +6.4% | +6.3% |
| 6M | +105.1% | +67.9% | +37.1% | +71.0% |
| YTD | +219.0% | +44.9% | +174.2% | +174.9% |
| 1Y | +418.8% | +205.9% | +212.8% | +265.0% |
| 3Y | +1,784.6% | +373.9% | +1,410.7% | +927.6% |
| 5Y | +1,251.0% | +23.5% | +1,227.5% | +923.8% |
| All | +1,129.4% | +42.7% | +1,086.7% | +753.6% |
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 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