+716.4%
VGT vs DECK
+938.4%
-222.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.1% | +2.1% |
| 7D | -1.6% | +6.4% | -8.0% | -3.2% |
| 30D | -12.5% | +9.1% | -21.6% | -14.6% |
| 3M | -7.7% | -7.2% | -0.5% | -6.3% |
| 6M | -0.2% | -9.9% | +9.8% | +1.5% |
| YTD | +19.3% | -12.8% | +32.0% | +20.8% |
| 1Y | +18.2% | +10.6% | +7.6% | +11.7% |
| 3Y | +109.6% | -13.8% | +123.5% | +99.9% |
| 5Y | +105.5% | +27.6% | +77.9% | +66.9% |
| 10Y | +716.4% | +887.0% | -170.7% | +358.7% |
| All | +716.4% | +938.4% | -222.1% | +358.7% |
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