+28.5%
DECK vs VFC
-66.9%
+95.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.4% | +1.5% | +4.5% |
| 7D | +10.4% | +21.5% | -11.1% | +3.5% |
| 30D | +11.1% | +46.7% | -35.6% | -2.1% |
| 3M | -10.8% | +38.4% | -49.2% | -19.9% |
| 6M | -8.7% | +15.2% | -24.0% | -13.7% |
| YTD | -14.0% | +17.8% | -31.9% | -19.9% |
| 1Y | +12.0% | +55.6% | -43.5% | -4.7% |
| 3Y | -10.5% | +44.3% | -54.8% | -28.0% |
| 5Y | +28.5% | -66.3% | +94.8% | +138.5% |
| All | +28.5% | -66.9% | +95.4% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling