+2,776.7%
DECK vs VYM
+480.0%
+2,296.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +2.5% |
| 7D | +6.0% | -3.0% | +9.1% | +10.1% |
| 30D | +7.4% | +0.9% | +6.5% | +6.3% |
| 3M | -11.7% | -2.7% | -9.0% | -8.5% |
| 6M | -11.0% | +3.4% | -14.4% | -14.3% |
| YTD | -15.4% | +13.3% | -28.7% | -26.9% |
| 1Y | +7.2% | +17.0% | -9.8% | -11.0% |
| 3Y | -11.8% | +67.0% | -78.9% | -51.9% |
| 5Y | +24.3% | +67.3% | -42.9% | -31.8% |
| 10Y | +907.5% | +209.2% | +698.3% | +152.2% |
| All | +2,776.7% | +480.0% | +2,296.7% | +302.1% |
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