+839.4%
DECK vs VMC
+136.9%
+702.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +6.8% | +1.1% | +5.6% | +6.2% |
| 30D | +8.3% | +17.7% | -9.4% | -0.5% |
| 3M | -7.9% | +1.1% | -8.9% | -8.4% |
| 6M | -10.6% | +1.8% | -12.4% | -11.6% |
| YTD | -13.4% | +1.5% | -14.9% | -14.8% |
| 1Y | +12.5% | -1.1% | +13.6% | +12.0% |
| 3Y | -14.9% | +38.8% | -53.6% | -29.2% |
| 5Y | +27.5% | +49.6% | -22.1% | +0.9% |
| 10Y | +839.4% | +130.6% | +708.8% | +440.2% |
| All | +839.4% | +136.9% | +702.5% | +440.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling