+741.1%
DECK vs VFC
-67.5%
+808.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.6% |
| 7D | -2.2% | -1.6% | -0.6% | -1.6% |
| 30D | -13.6% | -11.6% | -2.0% | -9.2% |
| 3M | -21.2% | -18.1% | -3.1% | -15.5% |
| 6M | -21.1% | -27.4% | +6.3% | -11.5% |
| YTD | -17.2% | -24.8% | +7.6% | -9.1% |
| 1Y | -30.7% | -8.2% | -22.5% | -30.7% |
| 3Y | -3.4% | -29.1% | +25.8% | -6.4% |
| 5Y | +25.5% | -79.2% | +104.7% | +129.8% |
| All | +741.1% | -67.5% | +808.6% | +954.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling