+288.8%
VTI vs DECK
+874.1%
-585.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -2.6% | +5.8% | -8.4% | -3.8% |
| 30D | -5.0% | +7.9% | -12.9% | -6.7% |
| 3M | -4.3% | -11.4% | +7.1% | -2.0% |
| 6M | +0.6% | -16.6% | +17.1% | +3.9% |
| YTD | +8.9% | -16.4% | +25.2% | +11.4% |
| 1Y | +11.1% | +8.6% | +2.5% | +6.8% |
| 3Y | +74.5% | -15.1% | +89.6% | +67.4% |
| 5Y | +60.1% | +22.9% | +37.2% | +34.4% |
| All | +288.8% | +874.1% | -585.3% | +127.0% |
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