+888.8%
DECK vs VFC
-46.9%
+935.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.4% |
| 7D | +6.0% | +10.9% | -4.8% | +1.8% |
| 30D | +7.4% | +40.6% | -33.2% | -6.2% |
| 3M | -11.7% | +34.4% | -46.1% | -21.5% |
| 6M | -11.0% | +12.3% | -23.2% | -16.0% |
| YTD | -15.4% | +14.4% | -29.7% | -21.4% |
| 1Y | +7.2% | +40.6% | -33.4% | -8.6% |
| 3Y | -11.8% | +40.1% | -52.0% | -34.4% |
| 5Y | +24.3% | -67.6% | +91.9% | +91.6% |
| All | +888.8% | -46.9% | +935.7% | +874.4% |
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