-41.0%
DOCS vs VSXY
+106.4%
-147.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.5% |
| 7D | 0.0% | +15.2% | -15.2% | -1.7% |
| 30D | +7.8% | +37.0% | -29.2% | +3.6% |
| 3M | +20.0% | +15.2% | +4.8% | +17.3% |
| 6M | +26.5% | +136.3% | -109.8% | +10.7% |
| YTD | -25.8% | +109.6% | -135.3% | -34.5% |
| 1Y | -39.5% | +223.7% | -263.2% | -50.6% |
| 3Y | +60.3% | +516.3% | -455.9% | +7.9% |
| 5Y | -57.0% | +125.1% | -182.2% | -66.0% |
| All | -41.0% | +106.4% | -147.4% | -45.1% |
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