+551.0%
VSH vs DECK
+8,125.5%
-7,574.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.0% | -11.0% | -5.9% |
| 7D | -13.6% | +10.4% | -24.0% | -15.0% |
| 30D | -30.4% | +11.1% | -41.4% | -31.5% |
| 3M | -33.3% | -10.8% | -22.5% | -32.4% |
| 6M | -15.1% | -8.7% | -6.3% | -14.6% |
| YTD | +80.2% | -14.0% | +94.3% | +82.2% |
| 1Y | +63.4% | +12.0% | +51.3% | +58.7% |
| 3Y | +16.2% | -10.5% | +26.7% | +15.6% |
| 5Y | +42.1% | +28.5% | +13.6% | +32.7% |
| 10Y | +124.9% | +923.3% | -798.3% | +61.5% |
| All | +551.0% | +8,125.5% | -7,574.5% | +280.2% |
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