+887.0%
DECK vs VCLT
+20.2%
+866.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | +6.4% | +1.2% | +5.1% | +5.5% |
| 30D | +9.1% | +3.4% | +5.7% | +6.7% |
| 3M | -7.2% | -0.9% | -6.3% | -6.6% |
| 6M | -9.9% | -3.1% | -6.8% | -7.8% |
| YTD | -12.8% | -2.4% | -10.4% | -11.1% |
| 1Y | +10.6% | -2.7% | +13.2% | +12.9% |
| 3Y | -13.8% | +16.9% | -30.7% | -21.3% |
| 5Y | +27.6% | -17.0% | +44.6% | +42.5% |
| 10Y | +887.0% | +22.1% | +864.9% | +984.3% |
| All | +887.0% | +20.2% | +866.8% | +984.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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