-15.1%
DECK vs VCLT
+16.2%
-31.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +5.8% | +0.3% | +5.5% | +5.5% |
| 30D | +7.9% | +3.7% | +4.2% | +4.1% |
| 3M | -11.4% | -1.5% | -9.9% | -10.1% |
| 6M | -16.6% | -3.8% | -12.7% | -13.1% |
| YTD | -16.4% | -3.1% | -13.2% | -13.4% |
| 1Y | +8.6% | -3.8% | +12.4% | +13.1% |
| 3Y | -15.1% | +16.7% | -31.8% | -20.1% |
| All | -15.1% | +16.2% | -31.4% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling