+1,216.9%
VST vs DECK
+765.5%
+451.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +2.0% | +3.1% |
| 7D | +8.9% | -2.2% | +11.1% | +9.5% |
| 30D | +6.2% | -13.6% | +19.8% | +10.0% |
| 3M | -2.7% | -21.2% | +18.5% | +2.6% |
| 6M | -8.4% | -21.1% | +12.7% | -3.6% |
| YTD | -7.2% | -17.2% | +10.0% | -4.2% |
| 1Y | -20.9% | -30.7% | +9.9% | -15.3% |
| 3Y | +384.0% | -3.4% | +387.3% | +378.5% |
| 5Y | +757.1% | +25.5% | +731.5% | +677.4% |
| All | +1,216.9% | +765.5% | +451.4% | +690.7% |
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