-14.1%
DECK vs VLTO
+68.7%
-82.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +6.0% | +12.0% | -6.0% | -0.7% |
| 30D | +7.4% | +20.8% | -13.4% | -3.8% |
| 3M | -11.7% | +20.1% | -31.8% | -20.7% |
| 6M | -11.0% | +32.6% | -43.6% | -24.6% |
| YTD | -15.4% | +17.3% | -32.7% | -22.9% |
| 1Y | +7.2% | +17.3% | -10.1% | -2.6% |
| All | -14.1% | +68.7% | -82.8% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling