+99.4%
VTR vs DECK
+23.3%
+76.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | +4.7% | +5.8% | -1.1% | +4.1% |
| 30D | +10.9% | +7.9% | +3.0% | +10.1% |
| 3M | -3.2% | -11.4% | +8.2% | -2.3% |
| 6M | +3.7% | -16.6% | +20.2% | +5.1% |
| YTD | +16.8% | -16.4% | +33.2% | +18.0% |
| 1Y | +21.3% | +8.6% | +12.7% | +19.5% |
| 3Y | +119.0% | -15.1% | +134.2% | +107.5% |
| All | +99.4% | +23.3% | +76.1% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling