+887.0%
DECK vs VYM
+208.3%
+678.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +1.7% |
| 7D | +6.4% | -0.7% | +7.1% | +7.3% |
| 30D | +9.1% | +2.5% | +6.6% | +6.2% |
| 3M | -7.2% | -1.2% | -6.0% | -5.8% |
| 6M | -9.9% | +5.9% | -15.9% | -15.3% |
| YTD | -12.8% | +15.4% | -28.2% | -25.2% |
| 1Y | +10.6% | +18.8% | -8.3% | -8.2% |
| 3Y | -13.8% | +73.8% | -87.6% | -51.8% |
| 5Y | +27.6% | +70.5% | -42.8% | -26.4% |
| 10Y | +887.0% | +203.2% | +683.9% | +274.5% |
| All | +887.0% | +208.3% | +678.7% | +274.5% |
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