+1,678.9%
VRT vs DECK
+369.0%
+1,309.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.5% | -12.5% | -13.4% |
| 7D | -28.1% | +6.0% | -34.2% | -30.2% |
| 30D | -30.2% | +7.4% | -37.6% | -32.8% |
| 3M | -36.4% | -11.7% | -24.7% | -33.7% |
| 6M | -48.2% | -11.0% | -37.2% | -47.2% |
| YTD | +9.2% | -15.4% | +24.5% | +11.5% |
| 1Y | -7.2% | +7.2% | -14.5% | -15.6% |
| 3Y | +338.7% | -11.8% | +350.5% | +307.6% |
| 5Y | +542.8% | +24.3% | +518.5% | +381.5% |
| All | +1,678.9% | +369.0% | +1,309.9% | +687.2% |
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 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