+24.3%
DECK vs VMC
+51.1%
-26.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +1.1% |
| 7D | +6.0% | +1.9% | +4.2% | +4.8% |
| 30D | +7.4% | +14.7% | -7.3% | -1.8% |
| 3M | -11.7% | -0.3% | -11.4% | -11.6% |
| 6M | -11.0% | -1.7% | -9.3% | -10.4% |
| YTD | -15.4% | +0.7% | -16.0% | -17.2% |
| 1Y | +7.2% | +0.9% | +6.4% | +4.6% |
| 3Y | -11.8% | +40.5% | -52.3% | -32.7% |
| 5Y | +24.3% | +51.5% | -27.2% | -12.6% |
| All | +24.3% | +51.1% | -26.8% | -12.6% |
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