+36.0%
DECK vs VSXY
+93.3%
-57.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.0% |
| 7D | +6.0% | +7.2% | -1.2% | +4.5% |
| 30D | +7.4% | +24.9% | -17.5% | +2.4% |
| 3M | -11.7% | +18.3% | -30.0% | -15.3% |
| 6M | -11.0% | +109.4% | -120.4% | -26.6% |
| YTD | -15.4% | +96.3% | -111.6% | -30.1% |
| 1Y | +7.2% | +184.0% | -176.8% | -19.2% |
| 3Y | -11.8% | +443.0% | -454.8% | -47.4% |
| 5Y | +24.3% | +106.9% | -82.5% | -9.9% |
| All | +36.0% | +93.3% | -57.3% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling