+3,546.3%
DECK vs VIG
+623.5%
+2,922.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +2.2% |
| 7D | -2.2% | -0.4% | -1.8% | -1.7% |
| 30D | -13.6% | -1.0% | -12.6% | -12.4% |
| 3M | -21.2% | +2.8% | -24.0% | -23.9% |
| 6M | -21.1% | +8.2% | -29.3% | -28.5% |
| YTD | -17.2% | +11.0% | -28.2% | -27.5% |
| 1Y | -30.7% | +16.1% | -46.9% | -42.9% |
| 3Y | -3.4% | +56.2% | -59.5% | -45.0% |
| 5Y | +25.5% | +63.0% | -37.4% | -31.5% |
| 10Y | +714.7% | +241.4% | +473.2% | +65.0% |
| All | +3,546.3% | +623.5% | +2,922.8% | +181.7% |
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