+45.3%
BN vs VSXY
+37.5%
+7.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | 0.0% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -14.5% | -18.7% | +4.2% | -11.9% |
| 3M | -15.0% | -4.0% | -11.0% | -15.1% |
| 6M | -5.4% | +67.5% | -72.9% | -15.9% |
| YTD | -16.4% | +39.7% | -56.1% | -23.8% |
| 1Y | -16.2% | +180.0% | -196.2% | -33.4% |
| 3Y | +67.5% | +337.3% | -269.8% | +12.5% |
| 5Y | +34.1% | +22.7% | +11.5% | +9.4% |
| All | +45.3% | +37.5% | +7.8% | +18.6% |
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