+56.0%
BN vs VSXY
+93.0%
-37.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | -1.0% | -1.7% | +0.7% | -0.7% |
| 30D | +14.0% | +20.1% | -6.2% | +10.7% |
| 3M | -9.0% | +16.6% | -25.6% | -11.6% |
| 6M | -8.8% | +134.9% | -143.8% | -23.1% |
| YTD | -10.3% | +96.0% | -106.3% | -22.6% |
| 1Y | -5.8% | +203.8% | -209.6% | -25.4% |
| 3Y | +94.8% | +465.3% | -370.6% | +26.9% |
| 5Y | +31.5% | +106.3% | -74.8% | +0.7% |
| All | +56.0% | +93.0% | -37.0% | +20.4% |
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