+395.3%
VNQ vs DECK
+4,854.9%
-4,459.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +1.9% | +5.8% | -3.9% | +0.5% |
| 30D | +7.9% | +7.9% | +0.1% | +5.8% |
| 3M | -1.5% | -11.4% | +9.9% | +1.2% |
| 6M | +0.3% | -16.6% | +16.9% | +4.1% |
| YTD | +11.3% | -16.4% | +27.6% | +14.2% |
| 1Y | +11.8% | +8.6% | +3.2% | +7.3% |
| 3Y | +40.8% | -15.1% | +55.9% | +34.7% |
| 5Y | +5.7% | +22.9% | -17.1% | -11.7% |
| 10Y | +80.9% | +895.7% | -814.8% | -21.6% |
| All | +395.3% | +4,854.9% | -4,459.6% | +22.2% |
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