+2,713.4%
DECK vs VYM
+492.8%
+2,220.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -13.6% | -0.5% | -13.0% | -13.0% |
| 3M | -21.2% | +3.0% | -24.3% | -24.0% |
| 6M | -21.1% | +8.2% | -29.3% | -28.1% |
| YTD | -17.2% | +15.8% | -33.0% | -30.5% |
| 1Y | -30.7% | +20.8% | -51.6% | -44.8% |
| 3Y | -3.4% | +65.3% | -68.6% | -46.8% |
| 5Y | +25.5% | +76.6% | -51.0% | -35.7% |
| 10Y | +714.7% | +203.9% | +510.7% | +108.9% |
| All | +2,713.4% | +492.8% | +2,220.6% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling