+877.2%
DECK vs ITOT
+290.6%
+586.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.6% |
| 7D | +5.8% | -2.7% | +8.4% | +9.0% |
| 30D | +7.9% | -5.2% | +13.0% | +14.7% |
| 3M | -11.4% | -4.4% | -7.0% | -6.7% |
| 6M | -16.6% | +0.4% | -17.0% | -17.2% |
| YTD | -16.4% | +8.8% | -25.1% | -24.5% |
| 1Y | +8.6% | +11.0% | -2.4% | -4.4% |
| 3Y | -15.1% | +74.4% | -89.6% | -54.9% |
| 5Y | +22.9% | +60.0% | -37.2% | -27.0% |
| All | +877.2% | +290.6% | +586.6% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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