+102.9%
BKNG vs VSXY
+33.4%
+69.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.9% |
| 7D | -10.7% | -0.3% | -10.3% | -10.7% |
| 30D | -18.1% | -22.1% | +4.0% | -15.6% |
| 3M | +8.5% | -1.1% | +9.7% | +8.4% |
| 6M | -0.1% | +53.8% | -53.9% | -7.1% |
| YTD | -18.2% | +35.5% | -53.7% | -23.2% |
| 1Y | -19.9% | +186.0% | -205.9% | -32.8% |
| 3Y | +41.6% | +343.2% | -301.6% | +2.1% |
| 5Y | +93.1% | +19.0% | +74.1% | +66.6% |
| All | +102.9% | +33.4% | +69.4% | +76.0% |
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