+36.6%
BP vs VSXY
+210.1%
-173.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +8.4% | -12.5% | -3.6% |
| 7D | -8.4% | +14.2% | -22.6% | -7.6% |
| 30D | +2.2% | +21.9% | -19.6% | +3.5% |
| 3M | +8.8% | +22.1% | -13.3% | +10.4% |
| 6M | -0.5% | +116.7% | -117.2% | +5.6% |
| YTD | +36.2% | +101.1% | -64.9% | +45.2% |
| 1Y | +36.6% | +208.0% | -171.5% | +47.8% |
| All | +36.6% | +210.1% | -173.6% | +47.8% |
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