+65.9%
BLK vs VSXY
+352.7%
-286.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.3% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -6.5% | -18.7% | +12.2% | -4.9% |
| 3M | +6.7% | -4.0% | +10.7% | +6.7% |
| 6M | +14.7% | +67.5% | -52.7% | +6.6% |
| YTD | +2.5% | +39.7% | -37.1% | -3.1% |
| 1Y | -2.8% | +180.0% | -182.8% | -16.0% |
| 3Y | +65.9% | +337.3% | -271.4% | +30.3% |
| All | +65.9% | +352.7% | -286.9% | +30.3% |
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