+1,969.0%
VRT vs DECK
+376.3%
+1,592.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.0% | -18.9% | -15.4% |
| 7D | -15.4% | +10.4% | -25.8% | -19.3% |
| 30D | -19.0% | +11.1% | -30.0% | -23.1% |
| 3M | -23.8% | -10.8% | -13.1% | -21.0% |
| 6M | -37.9% | -8.7% | -29.1% | -37.5% |
| YTD | +27.0% | -14.0% | +41.0% | +28.7% |
| 1Y | +13.8% | +12.0% | +1.8% | +1.4% |
| 3Y | +410.3% | -10.5% | +420.7% | +370.6% |
| 5Y | +666.5% | +28.5% | +638.0% | +466.2% |
| All | +1,969.0% | +376.3% | +1,592.7% | +808.8% |
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