-32.2%
VTRS vs DECK
+753.0%
-785.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.2% |
| 7D | +4.6% | +0.1% | +4.4% | +4.5% |
| 30D | +19.4% | +4.8% | +14.6% | +18.1% |
| 3M | +30.8% | -6.9% | +37.7% | +32.3% |
| 6M | +21.6% | -7.6% | +29.2% | +23.0% |
| YTD | +71.2% | -16.3% | +87.4% | +75.1% |
| 1Y | +97.6% | +4.5% | +93.1% | +92.9% |
| 3Y | +163.9% | -17.1% | +181.0% | +157.7% |
| 5Y | +82.1% | +21.9% | +60.2% | +57.5% |
| All | -32.2% | +753.0% | -785.2% | -59.6% |
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