+121.0%
VTR vs DECK
+753.0%
-632.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +5.5% | +4.8% | +0.6% | +4.2% |
| 3M | -0.9% | -6.9% | +6.0% | +0.4% |
| 6M | -0.4% | -7.6% | +7.2% | +0.6% |
| YTD | +17.0% | -16.3% | +33.3% | +19.6% |
| 1Y | +18.0% | +4.5% | +13.5% | +14.0% |
| 3Y | +127.4% | -17.1% | +144.5% | +109.9% |
| 5Y | +92.3% | +21.9% | +70.4% | +49.3% |
| All | +121.0% | +753.0% | -632.0% | +2.4% |
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