+781.3%
DECK vs VFC
-47.4%
+828.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -0.8% | -1.4% | +0.6% | -0.3% |
| 30D | +4.9% | +30.7% | -25.8% | -5.7% |
| 3M | -5.8% | +40.6% | -46.4% | -17.8% |
| 6M | -8.6% | +16.5% | -25.0% | -14.9% |
| YTD | -14.7% | +16.2% | -30.9% | -21.3% |
| 1Y | +6.9% | +42.4% | -35.6% | -9.3% |
| 3Y | -16.2% | +48.1% | -64.3% | -39.0% |
| 5Y | +25.3% | -67.8% | +93.1% | +94.1% |
| 10Y | +781.3% | -48.5% | +829.8% | +798.5% |
| All | +781.3% | -47.4% | +828.7% | +798.5% |
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