-21.2%
BSX vs VSXY
+352.7%
-373.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.3% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -16.4% | -18.7% | +2.3% | -16.1% |
| 3M | -8.9% | -4.0% | -4.9% | -8.9% |
| 6M | -38.3% | +67.5% | -105.8% | -39.4% |
| YTD | -54.9% | +39.7% | -94.6% | -55.5% |
| 1Y | -58.8% | +180.0% | -238.8% | -60.4% |
| 3Y | -21.2% | +337.3% | -358.5% | -29.8% |
| All | -21.2% | +352.7% | -373.9% | -29.8% |
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 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