+40.2%
DECK vs VSXY
+106.4%
-66.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.8% | +3.2% |
| 7D | +6.4% | +15.2% | -8.8% | +3.3% |
| 30D | +9.1% | +37.0% | -27.9% | +2.0% |
| 3M | -7.2% | +15.2% | -22.4% | -10.5% |
| 6M | -9.9% | +136.3% | -146.3% | -27.6% |
| YTD | -12.8% | +109.6% | -122.3% | -28.9% |
| 1Y | +10.6% | +223.7% | -213.1% | -19.0% |
| 3Y | -13.8% | +516.3% | -530.1% | -50.0% |
| 5Y | +27.6% | +125.1% | -97.5% | -9.0% |
| All | +40.2% | +106.4% | -66.2% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling