+33.2%
BP vs VSXY
+202.3%
-169.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +1.0% |
| 7D | +3.8% | -1.7% | +5.5% | +3.7% |
| 30D | -5.3% | +20.1% | -25.4% | -4.2% |
| 3M | +9.3% | +16.6% | -7.3% | +10.6% |
| 6M | +7.2% | +134.9% | -127.7% | +15.0% |
| YTD | +38.0% | +96.0% | -58.0% | +47.1% |
| 1Y | +33.2% | +203.8% | -170.6% | +48.6% |
| All | +33.2% | +202.3% | -169.1% | +48.6% |
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