+129.6%
BNS vs VSXY
+352.7%
-223.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +3.5% | -18.7% | +22.1% | +4.6% |
| 3M | +14.1% | -4.0% | +18.0% | +14.0% |
| 6M | +33.8% | +67.5% | -33.7% | +28.1% |
| YTD | +29.5% | +39.7% | -10.2% | +25.0% |
| 1Y | +48.4% | +180.0% | -131.6% | +36.6% |
| 3Y | +129.6% | +337.3% | -207.7% | +97.1% |
| All | +129.6% | +352.7% | -223.1% | +97.1% |
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