-20.3%
BROS vs VSXY
+210.1%
-230.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.4% | -0.1% |
| 7D | +2.5% | +14.2% | -11.7% | +0.7% |
| 30D | +15.1% | +21.9% | -6.8% | +12.1% |
| 3M | -31.4% | +22.1% | -53.5% | -33.4% |
| 6M | -22.6% | +116.7% | -139.3% | -32.2% |
| YTD | -28.1% | +101.1% | -129.3% | -36.5% |
| 1Y | -20.3% | +208.0% | -228.3% | -37.3% |
| All | -20.3% | +210.1% | -230.4% | -37.3% |
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