+7,190.8%
DECK vs VMC
+3,054.1%
+4,136.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.6% | +1.4% | +3.9% |
| 7D | +10.4% | +12.3% | -2.0% | +4.9% |
| 30D | +11.1% | +21.2% | -10.1% | +2.1% |
| 3M | -10.8% | +4.6% | -15.4% | -12.5% |
| 6M | -8.7% | +3.9% | -12.6% | -10.3% |
| YTD | -14.0% | +5.0% | -19.0% | -16.3% |
| 1Y | +12.0% | +2.6% | +9.4% | +10.0% |
| 3Y | -10.5% | +46.5% | -57.0% | -24.8% |
| 5Y | +28.5% | +59.7% | -31.2% | +3.7% |
| 10Y | +923.3% | +177.9% | +745.4% | +518.5% |
| All | +7,190.8% | +3,054.1% | +4,136.7% | +1,594.9% |
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