+18.4%
BX vs VSXY
+22.6%
-4.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.9% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -12.2% | -18.7% | +6.4% | -8.8% |
| 3M | +7.4% | -4.0% | +11.4% | +7.3% |
| 6M | +22.2% | +67.5% | -45.3% | +4.5% |
| YTD | -14.0% | +39.7% | -53.7% | -24.1% |
| 1Y | -27.3% | +180.0% | -207.3% | -47.0% |
| 3Y | +24.5% | +337.3% | -312.7% | -30.0% |
| All | +18.4% | +22.6% | -4.2% | +5.1% |
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 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