+39.8%
BKNG vs VSXY
+339.2%
-299.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.8% |
| 7D | -10.7% | -0.3% | -10.3% | -10.7% |
| 30D | -18.1% | -22.1% | +4.0% | -16.4% |
| 3M | +8.5% | -1.1% | +9.7% | +8.6% |
| 6M | -0.1% | +53.8% | -53.9% | -4.7% |
| YTD | -18.2% | +35.5% | -53.7% | -21.5% |
| 1Y | -19.9% | +186.0% | -205.9% | -28.6% |
| All | +39.8% | +339.2% | -299.4% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling