-7.2%
VRT vs DECK
+10.4%
-17.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.5% | -12.5% | -14.1% |
| 7D | -28.1% | +6.0% | -34.2% | -28.0% |
| 30D | -30.2% | +7.4% | -37.6% | -30.1% |
| 3M | -36.4% | -11.7% | -24.7% | -36.3% |
| 6M | -48.2% | -11.0% | -37.2% | -48.5% |
| YTD | +9.2% | -15.4% | +24.5% | +10.0% |
| 1Y | -7.2% | +7.2% | -14.5% | -4.4% |
| All | -7.2% | +10.4% | -17.6% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling