+143.9%
BP vs VSXY
+42.7%
+101.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.4% | +2.2% |
| 7D | +0.9% | -6.8% | +7.7% | +1.3% |
| 30D | +9.1% | -20.4% | +29.5% | +10.5% |
| 3M | +3.9% | +2.9% | +1.0% | +3.4% |
| 6M | +13.6% | +67.9% | -54.3% | +8.6% |
| YTD | +34.0% | +44.9% | -10.8% | +28.9% |
| 1Y | +39.2% | +205.9% | -166.8% | +24.7% |
| 3Y | +36.4% | +373.9% | -337.4% | +11.0% |
| 5Y | +135.8% | +23.5% | +112.3% | +118.6% |
| All | +143.9% | +42.7% | +101.2% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling