+748.8%
DECK vs VYM
+205.6%
+543.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +0.1% | +3.7% | -3.5% | -3.9% |
| 30D | +4.8% | +3.7% | +1.1% | +0.6% |
| 3M | -6.9% | -0.7% | -6.2% | -6.1% |
| 6M | -7.6% | +7.2% | -14.8% | -14.3% |
| YTD | -16.3% | +16.9% | -33.2% | -29.3% |
| 1Y | +4.5% | +19.6% | -15.1% | -14.0% |
| 3Y | -17.1% | +74.6% | -91.7% | -53.9% |
| 5Y | +21.9% | +72.3% | -50.4% | -30.6% |
| All | +748.8% | +205.6% | +543.2% | +211.8% |
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