+26.1%
DECK vs VYM
+76.8%
-50.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -13.6% | -0.5% | -13.0% | -12.9% |
| 3M | -21.2% | +3.0% | -24.3% | -24.1% |
| 6M | -21.1% | +8.2% | -29.3% | -28.5% |
| YTD | -17.2% | +15.8% | -33.0% | -31.1% |
| 1Y | -30.7% | +20.8% | -51.6% | -45.4% |
| 3Y | -3.4% | +65.3% | -68.6% | -46.6% |
| All | +26.1% | +76.8% | -50.7% | -33.6% |
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