+223.0%
VT vs DECK
+718.3%
-495.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | +0.4% | -2.2% | +2.7% | +0.9% |
| 30D | +1.0% | -13.6% | +14.6% | +3.9% |
| 3M | +2.4% | -21.2% | +23.6% | +7.0% |
| 6M | +12.0% | -21.1% | +33.1% | +16.7% |
| YTD | +15.3% | -17.2% | +32.6% | +18.3% |
| 1Y | +22.6% | -30.7% | +53.3% | +29.6% |
| 3Y | +74.7% | -3.4% | +78.0% | +62.3% |
| 5Y | +66.1% | +25.5% | +40.6% | +40.2% |
| All | +223.0% | +718.3% | -495.3% | +101.0% |
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