-13.6%
BKNG vs VSXY
+210.1%
-223.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +8.4% | +1.5% | +9.1% |
| 7D | +15.6% | +14.2% | +1.4% | +14.3% |
| 30D | +8.0% | +21.9% | -13.9% | +6.3% |
| 3M | -11.8% | +22.1% | -33.9% | -13.3% |
| 6M | +3.8% | +116.7% | -112.9% | -3.0% |
| YTD | -19.6% | +101.1% | -120.7% | -25.2% |
| 1Y | -13.6% | +208.0% | -221.6% | -23.2% |
| All | -13.6% | +210.1% | -223.7% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling