-21.1%
DECK vs VCLT
-3.7%
-17.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.3% |
| 7D | -2.2% | -0.5% | -1.7% | -1.2% |
| 30D | -13.6% | -0.9% | -12.7% | -12.0% |
| 3M | -21.2% | -3.2% | -18.0% | -15.4% |
| 6M | -21.1% | -3.8% | -17.3% | -14.4% |
| All | -21.1% | -3.7% | -17.4% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling