+24.6%
DECK vs VCLT
-16.9%
+41.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +5.8% | +0.3% | +5.5% | +5.6% |
| 30D | +7.9% | +3.7% | +4.2% | +5.0% |
| 3M | -11.4% | -1.0% | -10.4% | -10.7% |
| 6M | -16.6% | -3.4% | -13.2% | -14.3% |
| YTD | -16.4% | -2.6% | -13.7% | -14.4% |
| 1Y | +8.6% | -3.3% | +11.9% | +11.6% |
| 3Y | -15.1% | +17.3% | -32.4% | -22.9% |
| All | +24.6% | -16.9% | +41.5% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling