+1,593.7%
DECK vs VCLT
+101.1%
+1,492.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.0% | +4.9% | +5.7% |
| 7D | +10.4% | +0.4% | +10.0% | +10.2% |
| 30D | +11.1% | +3.9% | +7.1% | +9.8% |
| 3M | -10.8% | -1.9% | -8.8% | -10.2% |
| 6M | -8.7% | -2.6% | -6.1% | -7.9% |
| YTD | -14.0% | -3.1% | -10.9% | -13.1% |
| 1Y | +12.0% | -3.6% | +15.6% | +13.4% |
| 3Y | -10.5% | +15.9% | -26.3% | -12.9% |
| 5Y | +28.5% | -16.4% | +44.9% | +28.9% |
| 10Y | +923.3% | +17.5% | +905.7% | +1,020.8% |
| All | +1,593.7% | +101.1% | +1,492.6% | +2,459.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling