+888.8%
DECK vs VCLT
+17.8%
+871.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | +6.0% | +0.3% | +5.7% | +5.8% |
| 30D | +7.4% | +3.6% | +3.8% | +5.0% |
| 3M | -11.7% | -1.9% | -9.7% | -10.5% |
| 6M | -11.0% | -3.2% | -7.8% | -8.8% |
| YTD | -15.4% | -3.1% | -12.3% | -13.3% |
| 1Y | +7.2% | -3.1% | +10.3% | +9.8% |
| 3Y | -11.8% | +15.9% | -27.8% | -19.0% |
| 5Y | +24.3% | -17.4% | +41.7% | +38.9% |
| All | +888.8% | +17.8% | +871.0% | +976.6% |
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