+24.3%
DECK vs VIG
+60.3%
-36.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +3.3% |
| 7D | +6.0% | -2.0% | +8.0% | +9.1% |
| 30D | +7.4% | +2.7% | +4.7% | +3.4% |
| 3M | -11.7% | +0.3% | -12.0% | -11.9% |
| 6M | -11.0% | +7.6% | -18.6% | -19.5% |
| YTD | -15.4% | +12.5% | -27.9% | -28.0% |
| 1Y | +7.2% | +14.8% | -7.5% | -11.4% |
| 3Y | -11.8% | +63.2% | -75.0% | -54.2% |
| 5Y | +24.3% | +60.2% | -35.8% | -31.8% |
| All | +24.3% | +60.3% | -36.0% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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