+142.7%
VSXY vs BAM
+80.8%
+61.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -3.6% |
| 7D | -1.6% | -2.0% | +0.4% | -0.4% |
| 30D | +17.8% | +13.7% | +4.1% | +10.2% |
| 3M | +12.5% | -4.8% | +17.2% | +15.3% |
| 6M | +124.7% | +7.6% | +117.1% | +112.9% |
| YTD | +93.2% | +1.2% | +92.0% | +87.7% |
| 1Y | +195.6% | -2.3% | +197.9% | +192.8% |
| 3Y | +434.6% | +84.1% | +350.6% | +266.8% |
| All | +142.7% | +80.8% | +61.9% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling