+89.6%
VSH vs DECK
+885.7%
-796.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -1.5% | -13.2% | -14.2% |
| 7D | -25.2% | +6.0% | -31.2% | -26.9% |
| 30D | -41.8% | +7.4% | -49.3% | -43.5% |
| 3M | -33.4% | -11.7% | -21.8% | -30.9% |
| 6M | -31.0% | -11.0% | -20.1% | -29.7% |
| YTD | +53.6% | -15.4% | +68.9% | +57.7% |
| 1Y | +46.3% | +7.2% | +39.1% | +36.8% |
| 3Y | -1.0% | -11.8% | +10.9% | -5.9% |
| 5Y | +18.6% | +24.3% | -5.7% | -6.0% |
| All | +89.6% | +885.7% | -796.0% | -16.6% |
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