+39.1%
BP vs VSXY
+353.1%
-314.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +1.9% |
| 7D | +4.0% | -10.7% | +14.7% | +4.2% |
| 30D | +7.8% | -24.3% | +32.1% | +8.4% |
| 3M | +8.4% | +1.0% | +7.4% | +8.2% |
| 6M | +15.1% | +57.4% | -42.3% | +13.0% |
| YTD | +36.4% | +39.8% | -3.4% | +34.3% |
| 1Y | +40.9% | +196.5% | -155.6% | +32.3% |
| All | +39.1% | +353.1% | -314.1% | +22.1% |
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