+66.5%
VSH vs DECK
+25.5%
+40.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.9% | +3.9% |
| 7D | +4.1% | -2.2% | +6.3% | +4.8% |
| 30D | -4.2% | -13.6% | +9.4% | +0.2% |
| 3M | -50.0% | -21.2% | -28.7% | -46.6% |
| 6M | +80.2% | -21.1% | +101.3% | +91.7% |
| YTD | +121.1% | -17.2% | +138.3% | +129.2% |
| 1Y | +112.0% | -30.7% | +142.7% | +132.3% |
| 3Y | +22.5% | -3.4% | +25.9% | +13.8% |
| All | +66.5% | +25.5% | +40.9% | +29.3% |
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