+78.7%
VNQ vs DECK
+753.0%
-674.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.5% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | +6.8% | +4.8% | +1.9% | +5.7% |
| 3M | -1.3% | -6.9% | +5.7% | -0.2% |
| 6M | +2.4% | -7.6% | +9.9% | +3.3% |
| YTD | +12.1% | -16.3% | +28.4% | +14.5% |
| 1Y | +12.0% | +4.5% | +7.5% | +9.4% |
| 3Y | +44.8% | -17.1% | +61.9% | +39.6% |
| 5Y | +6.9% | +21.9% | -15.0% | -8.7% |
| All | +78.7% | +753.0% | -674.3% | +10.9% |
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