+392.5%
VNQ vs DECK
+4,803.4%
-4,410.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -1.0% |
| 7D | -1.3% | -2.2% | +1.0% | -0.7% |
| 30D | -2.9% | -13.6% | +10.7% | +0.5% |
| 3M | +0.8% | -21.2% | +22.0% | +6.4% |
| 6M | +2.5% | -21.1% | +23.6% | +7.7% |
| YTD | +10.6% | -17.2% | +27.9% | +14.1% |
| 1Y | +9.1% | -30.7% | +39.8% | +16.5% |
| 3Y | +31.0% | -3.4% | +34.4% | +20.4% |
| 5Y | +4.9% | +25.5% | -20.6% | -13.2% |
| 10Y | +59.5% | +714.7% | -655.2% | -27.0% |
| All | +392.5% | +4,803.4% | -4,410.9% | +22.0% |
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