+100.5%
VSH vs DECK
+874.1%
-773.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.1% |
| 7D | -12.9% | +5.8% | -18.7% | -14.9% |
| 30D | -36.9% | +7.9% | -44.7% | -38.8% |
| 3M | -28.8% | -11.4% | -17.4% | -26.2% |
| 6M | -30.3% | -16.6% | -13.7% | -27.2% |
| YTD | +62.4% | -16.4% | +78.7% | +67.4% |
| 1Y | +62.5% | +8.6% | +53.9% | +51.1% |
| 3Y | +7.4% | -15.1% | +22.5% | +3.5% |
| 5Y | +25.4% | +22.9% | +2.6% | -0.2% |
| All | +100.5% | +874.1% | -773.6% | -11.5% |
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