+693.9%
VGT vs DECK
+874.1%
-180.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.7% |
| 7D | -7.2% | +5.8% | -13.0% | -8.6% |
| 30D | -16.1% | +7.9% | -24.0% | -17.9% |
| 3M | -9.2% | -11.4% | +2.2% | -6.7% |
| 6M | -0.7% | -16.6% | +15.8% | +2.9% |
| YTD | +15.6% | -16.4% | +31.9% | +18.4% |
| 1Y | +14.4% | +8.6% | +5.7% | +8.5% |
| 3Y | +105.2% | -15.1% | +120.3% | +96.2% |
| 5Y | +100.0% | +22.9% | +77.2% | +64.0% |
| All | +693.9% | +874.1% | -180.2% | +349.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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