+194.4%
VSXY vs BAM
-8.8%
+203.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -14.0% | -2.0% | -12.0% | -13.6% |
| 30D | -15.9% | -2.9% | -13.0% | -15.3% |
| 3M | +3.4% | +9.4% | -6.0% | +0.5% |
| 6M | +25.9% | +10.8% | +15.2% | +21.3% |
| YTD | +39.5% | -0.4% | +39.9% | +37.5% |
| 1Y | +194.4% | -10.9% | +205.2% | +197.4% |
| All | +194.4% | -8.8% | +203.2% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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