+22.6%
BROS vs VSXY
+26.9%
-4.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.2% |
| 7D | -6.6% | -10.7% | +4.1% | -4.2% |
| 30D | -12.3% | -24.3% | +11.9% | -6.5% |
| 3M | -22.2% | +1.0% | -23.2% | -23.1% |
| 6M | -14.3% | +57.4% | -71.6% | -27.0% |
| YTD | -26.6% | +39.8% | -66.3% | -36.0% |
| 1Y | -31.5% | +196.5% | -228.0% | -52.3% |
| 3Y | +62.3% | +357.2% | -295.0% | -13.4% |
| All | +22.6% | +26.9% | -4.3% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling