+26.1%
DECK vs ITOT
+73.8%
-47.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.0% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -13.6% | 0.0% | -13.6% | -13.6% |
| 3M | -21.2% | +2.0% | -23.2% | -23.4% |
| 6M | -21.1% | +13.0% | -34.1% | -32.6% |
| YTD | -17.2% | +14.0% | -31.2% | -30.2% |
| 1Y | -30.7% | +19.9% | -50.7% | -45.5% |
| 3Y | -3.4% | +75.8% | -79.2% | -52.0% |
| All | +26.1% | +73.8% | -47.8% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling