+27.6%
DECK vs VYM
+70.5%
-42.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +1.3% |
| 7D | +6.4% | -0.7% | +7.1% | +7.4% |
| 30D | +9.1% | +2.5% | +6.6% | +5.6% |
| 3M | -7.2% | -1.2% | -6.0% | -5.6% |
| 6M | -9.9% | +5.9% | -15.9% | -16.3% |
| YTD | -12.8% | +15.4% | -28.2% | -27.2% |
| 1Y | +10.6% | +18.8% | -8.3% | -11.1% |
| 3Y | -13.8% | +73.8% | -87.6% | -55.7% |
| 5Y | +27.6% | +70.5% | -42.8% | -31.3% |
| All | +27.6% | +70.5% | -42.9% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling