+249.3%
VST vs DECK
-11.0%
+260.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.0% | -19.8% | -15.7% |
| 7D | -15.7% | +10.4% | -26.1% | -18.7% |
| 30D | -17.0% | +11.1% | -28.1% | -20.2% |
| 3M | -15.9% | -10.8% | -5.1% | -13.3% |
| 6M | -25.0% | -8.7% | -16.2% | -24.1% |
| YTD | -25.1% | -14.0% | -11.1% | -23.4% |
| 1Y | -34.9% | +12.0% | -46.9% | -40.4% |
| All | +249.3% | -11.0% | +260.3% | +268.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling