+230.3%
BKR vs VSXY
+37.5%
+192.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.8% |
| 7D | -7.0% | +0.1% | -7.1% | -7.0% |
| 30D | -8.1% | -18.7% | +10.6% | -6.6% |
| 3M | -6.6% | -4.0% | -2.6% | -6.6% |
| 6M | +0.9% | +67.5% | -66.6% | -5.3% |
| YTD | +31.1% | +39.7% | -8.6% | +24.8% |
| 1Y | +27.7% | +180.0% | -152.3% | +12.6% |
| 3Y | +71.2% | +337.3% | -266.1% | +37.6% |
| 5Y | +177.6% | +22.7% | +155.0% | +142.6% |
| All | +230.3% | +37.5% | +192.7% | +180.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling