+151.2%
BP vs VSXY
+93.0%
+58.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | +3.8% | -1.7% | +5.5% | +3.9% |
| 30D | -5.3% | +20.1% | -25.4% | -6.3% |
| 3M | +9.3% | +16.6% | -7.3% | +8.1% |
| 6M | +7.2% | +134.9% | -127.7% | +0.6% |
| YTD | +38.0% | +96.0% | -58.0% | +30.3% |
| 1Y | +33.2% | +203.8% | -170.6% | +20.7% |
| 3Y | +50.3% | +465.3% | -415.0% | +22.4% |
| 5Y | +114.1% | +106.3% | +7.8% | +91.1% |
| All | +151.2% | +93.0% | +58.2% | +114.8% |
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 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