+403.4%
VNQ vs DECK
+5,067.4%
-4,664.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.6% |
| 7D | +2.4% | +6.4% | -4.0% | +0.8% |
| 30D | +7.3% | +9.1% | -1.8% | +5.0% |
| 3M | -0.3% | -7.2% | +6.9% | +1.3% |
| 6M | +2.5% | -9.9% | +12.4% | +4.4% |
| YTD | +13.1% | -12.8% | +25.9% | +14.9% |
| 1Y | +11.9% | +10.6% | +1.3% | +7.0% |
| 3Y | +46.2% | -13.8% | +60.0% | +39.3% |
| 5Y | +7.4% | +27.6% | -20.2% | -11.1% |
| 10Y | +82.5% | +887.0% | -804.6% | -20.5% |
| All | +403.4% | +5,067.4% | -4,664.0% | +22.9% |
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 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