+3,584.6%
DECK vs VIG
+630.3%
+2,954.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | +5.8% | -1.8% | +7.5% | +8.3% |
| 30D | +7.9% | +2.7% | +5.2% | +4.2% |
| 3M | -11.4% | 0.0% | -11.4% | -11.2% |
| 6M | -16.6% | +6.8% | -23.3% | -23.2% |
| YTD | -16.4% | +12.1% | -28.4% | -27.5% |
| 1Y | +8.6% | +14.8% | -6.2% | -8.9% |
| 3Y | -15.1% | +62.4% | -77.5% | -54.0% |
| 5Y | +22.9% | +59.6% | -36.7% | -30.9% |
| 10Y | +895.7% | +261.5% | +634.2% | +86.6% |
| All | +3,584.6% | +630.3% | +2,954.2% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling