-55.0%
DOCS vs VSXY
+121.1%
-176.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -1.0% |
| 7D | -0.6% | +10.2% | -10.7% | -2.0% |
| 30D | +6.3% | +33.6% | -27.3% | +1.6% |
| 3M | +26.5% | +10.8% | +15.7% | +23.8% |
| 6M | +24.8% | +130.5% | -105.7% | +5.8% |
| YTD | -26.8% | +104.4% | -131.2% | -37.3% |
| 1Y | -38.3% | +216.5% | -254.8% | -52.2% |
| 3Y | +36.0% | +465.9% | -429.9% | -18.2% |
| 5Y | -55.0% | +123.1% | -178.1% | -64.6% |
| All | -55.0% | +121.1% | -176.0% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling