+31.1%
DECK vs VSXY
+90.2%
-59.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.4% | -3.3% |
| 7D | -3.7% | -1.6% | -2.1% | -3.3% |
| 30D | +0.6% | +17.8% | -17.2% | -2.8% |
| 3M | -7.3% | +12.5% | -19.8% | -10.2% |
| 6M | -10.9% | +124.7% | -135.6% | -27.7% |
| YTD | -18.5% | +93.2% | -111.6% | -32.4% |
| 1Y | +0.2% | +195.6% | -195.5% | -25.2% |
| 3Y | -19.8% | +434.6% | -454.5% | -52.0% |
| 5Y | +18.7% | +103.3% | -84.6% | -13.7% |
| All | +31.1% | +90.2% | -59.2% | -3.6% |
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