-1.8%
DECK vs VMC
+21.0%
-22.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.0% |
| 7D | -2.2% | -4.3% | +2.1% | +0.3% |
| 30D | -13.6% | -8.2% | -5.3% | -9.2% |
| 3M | -21.2% | -7.0% | -14.2% | -18.0% |
| 6M | -21.1% | -10.8% | -10.3% | -16.1% |
| YTD | -17.2% | -7.4% | -9.8% | -14.8% |
| 1Y | -30.7% | -9.5% | -21.3% | -28.2% |
| All | -1.8% | +21.0% | -22.8% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling