+1,531.0%
DECK vs VCLT
+103.4%
+1,427.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -13.6% | -0.9% | -12.7% | -13.4% |
| 3M | -21.2% | -3.2% | -18.0% | -20.5% |
| 6M | -21.1% | -3.8% | -17.3% | -20.1% |
| YTD | -17.2% | -2.0% | -15.2% | -16.6% |
| 1Y | -30.7% | -0.8% | -29.9% | -30.5% |
| 3Y | -3.4% | +12.3% | -15.6% | -5.5% |
| 5Y | +25.5% | -15.4% | +41.0% | +25.4% |
| 10Y | +714.7% | +15.7% | +698.9% | +773.1% |
| All | +1,531.0% | +103.4% | +1,427.6% | +2,355.6% |
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 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