-30.7%
DECK vs VFC
-6.8%
-23.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.7% |
| 7D | -2.2% | -1.6% | -0.6% | -1.6% |
| 30D | -13.6% | -11.6% | -2.0% | -9.6% |
| 3M | -21.2% | -18.1% | -3.1% | -16.3% |
| 6M | -21.1% | -27.4% | +6.3% | -13.4% |
| YTD | -17.2% | -24.8% | +7.6% | -11.1% |
| 1Y | -30.7% | -8.2% | -22.5% | -32.6% |
| All | -30.7% | -6.8% | -23.9% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling