-40.1%
DOCS vs VSXY
+93.0%
-133.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +2.6% | -1.7% | +4.3% | +2.7% |
| 30D | +11.4% | +20.1% | -8.7% | +8.9% |
| 3M | +25.4% | +16.6% | +8.8% | +22.5% |
| 6M | +42.5% | +134.9% | -92.4% | +24.5% |
| YTD | -24.7% | +96.0% | -120.7% | -33.0% |
| 1Y | -32.9% | +203.8% | -236.7% | -44.9% |
| 3Y | +39.6% | +465.3% | -425.7% | -5.0% |
| 5Y | -54.6% | +106.3% | -160.9% | -64.0% |
| All | -40.1% | +93.0% | -133.2% | -43.8% |
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