+26.1%
DECK vs VMC
+52.7%
-26.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.0% |
| 7D | -2.2% | -4.3% | +2.1% | +0.5% |
| 30D | -13.6% | -8.2% | -5.3% | -8.8% |
| 3M | -21.2% | -7.0% | -14.2% | -17.7% |
| 6M | -21.1% | -10.8% | -10.3% | -15.6% |
| YTD | -17.2% | -7.4% | -9.8% | -14.4% |
| 1Y | -30.7% | -9.5% | -21.3% | -27.8% |
| 3Y | -3.4% | +20.5% | -23.8% | -17.8% |
| All | +26.1% | +52.7% | -26.6% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling