+397.9%
VNQ vs DECK
+4,913.7%
-4,515.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | +2.5% | +6.0% | -3.5% | +1.0% |
| 30D | +7.0% | +7.4% | -0.4% | +5.0% |
| 3M | -1.9% | -11.7% | +9.8% | +0.9% |
| 6M | +2.3% | -11.0% | +13.2% | +4.4% |
| YTD | +11.8% | -15.4% | +27.2% | +14.5% |
| 1Y | +11.9% | +7.2% | +4.6% | +7.7% |
| 3Y | +39.5% | -11.8% | +51.4% | +32.1% |
| 5Y | +6.3% | +24.3% | -18.0% | -11.5% |
| 10Y | +81.8% | +907.5% | -825.7% | -21.4% |
| All | +397.9% | +4,913.7% | -4,515.8% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling