-30.7%
DECK vs VMC
-8.5%
-22.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.1% |
| 7D | -2.2% | -4.3% | +2.1% | -0.2% |
| 30D | -13.6% | -8.2% | -5.3% | -10.0% |
| 3M | -21.2% | -7.0% | -14.2% | -18.4% |
| 6M | -21.1% | -10.8% | -10.3% | -17.9% |
| YTD | -17.2% | -7.4% | -9.8% | -15.2% |
| 1Y | -30.7% | -9.5% | -21.3% | -28.2% |
| All | -30.7% | -8.5% | -22.2% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling