-7.8%
BRO vs VSXY
+352.7%
-360.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.2% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -6.9% | -18.7% | +11.8% | -6.8% |
| 3M | +10.7% | -4.0% | +14.6% | +10.7% |
| 6M | -2.7% | +67.5% | -70.2% | -3.2% |
| YTD | -16.3% | +39.7% | -56.0% | -16.6% |
| 1Y | -29.1% | +180.0% | -209.1% | -29.7% |
| 3Y | -7.8% | +337.3% | -345.1% | -6.1% |
| All | -7.8% | +352.7% | -360.6% | -6.1% |
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