+877.2%
DECK vs VYM
+203.9%
+673.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +5.8% | -2.8% | +8.6% | +9.3% |
| 30D | +7.9% | +1.0% | +6.8% | +6.7% |
| 3M | -11.4% | -2.9% | -8.5% | -8.3% |
| 6M | -16.6% | +2.6% | -19.1% | -18.7% |
| YTD | -16.4% | +12.8% | -29.2% | -26.4% |
| 1Y | +8.6% | +16.8% | -8.1% | -8.0% |
| 3Y | -15.1% | +66.9% | -82.0% | -50.4% |
| 5Y | +22.9% | +66.5% | -43.6% | -27.3% |
| All | +877.2% | +203.9% | +673.3% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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