+9.2%
BR vs VSXY
+42.7%
-33.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.3% | -2.7% |
| 7D | -5.9% | -6.8% | +0.8% | -5.7% |
| 30D | +1.9% | -20.4% | +22.3% | +3.0% |
| 3M | +14.7% | +2.9% | +11.8% | +14.3% |
| 6M | -12.8% | +67.9% | -80.7% | -16.1% |
| YTD | -23.0% | +44.9% | -67.9% | -25.5% |
| 1Y | -31.7% | +205.9% | -237.6% | -37.9% |
| 3Y | -4.8% | +373.9% | -378.6% | -21.0% |
| 5Y | +7.8% | +23.5% | -15.6% | -0.5% |
| All | +9.2% | +42.7% | -33.5% | +0.2% |
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