+232.2%
BKR vs VSXY
+33.4%
+198.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.1% | -3.6% | -6.4% |
| 7D | -6.7% | -0.3% | -6.3% | -6.6% |
| 30D | -8.3% | -22.1% | +13.7% | -6.4% |
| 3M | -5.4% | -1.1% | -4.3% | -5.6% |
| 6M | +0.8% | +53.8% | -53.0% | -4.6% |
| YTD | +31.8% | +35.5% | -3.6% | +25.8% |
| 1Y | +28.6% | +186.0% | -157.4% | +13.1% |
| 3Y | +71.2% | +343.2% | -271.9% | +37.3% |
| 5Y | +179.2% | +19.0% | +160.2% | +144.7% |
| All | +232.2% | +33.4% | +198.7% | +183.0% |
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