+6,920.8%
DECK vs VMC
+2,682.6%
+4,238.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.1% |
| 7D | -2.2% | -4.3% | +2.1% | -0.3% |
| 30D | -13.6% | -8.2% | -5.3% | -10.3% |
| 3M | -21.2% | -7.0% | -14.2% | -18.8% |
| 6M | -21.1% | -10.8% | -10.3% | -17.1% |
| YTD | -17.2% | -7.4% | -9.8% | -14.9% |
| 1Y | -30.7% | -9.5% | -21.3% | -28.3% |
| 3Y | -3.4% | +20.5% | -23.8% | -11.9% |
| 5Y | +25.5% | +51.6% | -26.0% | +3.7% |
| 10Y | +714.7% | +150.0% | +564.6% | +414.3% |
| All | +6,920.8% | +2,682.6% | +4,238.2% | +1,623.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling