+742.6%
VGT vs DECK
+730.5%
+12.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.6% |
| 7D | +5.6% | -3.7% | +9.3% | +6.6% |
| 30D | -10.6% | +0.6% | -11.2% | -10.9% |
| 3M | -6.9% | -7.3% | +0.4% | -5.5% |
| 6M | +0.9% | -10.9% | +11.9% | +2.8% |
| YTD | +20.4% | -18.5% | +38.9% | +24.2% |
| 1Y | +17.4% | +0.2% | +17.2% | +14.0% |
| 3Y | +106.3% | -19.8% | +126.1% | +100.3% |
| 5Y | +107.9% | +18.7% | +89.2% | +71.7% |
| All | +742.6% | +730.5% | +12.1% | +375.3% |
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