+38.7%
BLK vs VSXY
+37.5%
+1.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.2% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -6.5% | -18.7% | +12.2% | -4.1% |
| 3M | +6.7% | -4.0% | +10.7% | +6.7% |
| 6M | +14.7% | +67.5% | -52.7% | +3.6% |
| YTD | +2.5% | +39.7% | -37.1% | -5.4% |
| 1Y | -2.8% | +180.0% | -182.8% | -20.5% |
| 3Y | +65.9% | +337.3% | -271.4% | +15.3% |
| 5Y | +33.0% | +22.7% | +10.3% | +11.1% |
| All | +38.7% | +37.5% | +1.1% | +14.0% |
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 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