+296.3%
VTI vs DECK
+718.3%
-421.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | 0.0% | -13.6% | +13.6% | +3.2% |
| 3M | +2.0% | -21.2% | +23.2% | +7.1% |
| 6M | +13.0% | -21.1% | +34.0% | +18.1% |
| YTD | +13.9% | -17.2% | +31.2% | +17.1% |
| 1Y | +20.0% | -30.7% | +50.7% | +27.5% |
| 3Y | +75.8% | -3.4% | +79.2% | +62.6% |
| 5Y | +73.8% | +25.5% | +48.3% | +45.0% |
| All | +296.3% | +718.3% | -421.9% | +136.0% |
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