+42.1%
VSH vs DECK
+31.2%
+10.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.0% | -11.0% | -7.0% |
| 7D | -13.6% | +10.4% | -24.0% | -16.6% |
| 30D | -30.4% | +11.1% | -41.4% | -33.0% |
| 3M | -33.3% | -10.8% | -22.5% | -31.2% |
| 6M | -15.1% | -8.7% | -6.3% | -14.3% |
| YTD | +80.2% | -14.0% | +94.3% | +83.7% |
| 1Y | +63.4% | +12.0% | +51.3% | +50.4% |
| 3Y | +16.2% | -10.5% | +26.7% | +9.8% |
| 5Y | +42.1% | +28.5% | +13.6% | +16.9% |
| All | +42.1% | +31.2% | +10.8% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling