+8.6%
DECK vs VFC
+41.4%
-32.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +5.8% | +11.2% | -5.4% | +1.1% |
| 30D | +7.9% | +41.5% | -33.6% | -6.8% |
| 3M | -11.4% | +38.9% | -50.3% | -23.0% |
| 6M | -16.6% | +6.1% | -22.7% | -20.5% |
| YTD | -16.4% | +14.5% | -30.9% | -25.0% |
| 1Y | +8.6% | +46.0% | -37.3% | -15.3% |
| All | +8.6% | +41.4% | -32.7% | -15.3% |
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