+124.3%
VTR vs DECK
+938.4%
-814.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.1% |
| 7D | +3.2% | +6.4% | -3.2% | +1.7% |
| 30D | +9.1% | +9.1% | 0.0% | +6.8% |
| 3M | -3.6% | -7.2% | +3.6% | -2.2% |
| 6M | +3.8% | -9.9% | +13.7% | +5.4% |
| YTD | +17.8% | -12.8% | +30.5% | +19.3% |
| 1Y | +20.5% | +10.6% | +9.9% | +15.0% |
| 3Y | +132.4% | -13.8% | +146.2% | +112.9% |
| 5Y | +99.9% | +27.6% | +72.3% | +53.7% |
| 10Y | +124.3% | +887.0% | -762.8% | +5.9% |
| All | +124.3% | +938.4% | -814.1% | +5.9% |
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