+748.8%
DECK vs VTEB
+23.2%
+725.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +3.1% |
| 7D | +0.1% | -1.2% | +1.3% | +1.8% |
| 30D | +4.8% | +2.5% | +2.4% | +1.5% |
| 3M | -6.9% | -1.7% | -5.3% | -4.7% |
| 6M | -7.6% | -1.2% | -6.3% | -5.8% |
| YTD | -16.3% | -0.5% | -15.8% | -15.3% |
| 1Y | +4.5% | -0.1% | +4.6% | +5.2% |
| 3Y | -17.1% | +10.5% | -27.6% | -26.7% |
| 5Y | +21.9% | +2.6% | +19.3% | +18.0% |
| All | +748.8% | +23.2% | +725.7% | +890.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling