+741.1%
DECK vs VCLT
+16.0%
+725.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | -2.2% | -0.5% | -1.7% | -1.9% |
| 30D | -13.6% | -0.9% | -12.7% | -13.1% |
| 3M | -21.2% | -3.2% | -18.0% | -19.4% |
| 6M | -21.1% | -3.8% | -17.3% | -18.8% |
| YTD | -17.2% | -2.0% | -15.2% | -15.9% |
| 1Y | -30.7% | -0.8% | -29.9% | -30.2% |
| 3Y | -3.4% | +12.3% | -15.6% | -9.7% |
| 5Y | +25.5% | -15.4% | +41.0% | +38.2% |
| All | +741.1% | +16.0% | +725.2% | +833.2% |
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