+3.0%
DECK vs VLTO
+54.1%
-51.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +6.0% | +12.0% | -6.0% | +0.1% |
| 30D | +7.4% | +20.8% | -13.4% | -2.4% |
| 3M | -11.7% | +20.1% | -31.8% | -19.6% |
| 6M | -11.0% | +32.6% | -43.6% | -22.8% |
| YTD | -15.4% | +17.3% | -32.7% | -22.0% |
| 1Y | +7.2% | +17.3% | -10.1% | -1.4% |
| 3Y | -11.8% | +66.9% | -78.7% | -20.2% |
| All | +3.0% | +54.1% | -51.1% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling