-16.2%
BN vs VSXY
+184.3%
-200.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | +0.2% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -14.5% | -18.7% | +4.2% | -13.3% |
| 3M | -15.0% | -4.0% | -11.0% | -15.1% |
| 6M | -5.4% | +67.5% | -72.9% | -12.1% |
| YTD | -16.4% | +39.7% | -56.1% | -21.0% |
| 1Y | -16.2% | +180.0% | -196.2% | -27.9% |
| All | -16.2% | +184.3% | -200.5% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling