+34.4%
DECK vs VSXY
+96.5%
-62.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +5.8% | +11.8% | -6.1% | +3.3% |
| 30D | +7.9% | +25.9% | -18.1% | +2.6% |
| 3M | -11.4% | +15.5% | -26.9% | -14.7% |
| 6M | -16.6% | +109.7% | -126.3% | -31.2% |
| YTD | -16.4% | +99.5% | -115.8% | -31.1% |
| 1Y | +8.6% | +197.5% | -188.8% | -19.0% |
| 3Y | -15.1% | +453.3% | -468.4% | -49.6% |
| 5Y | +22.9% | +110.3% | -87.4% | -11.3% |
| All | +34.4% | +96.5% | -62.0% | -1.9% |
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