-31.8%
VTRS vs DECK
+870.0%
-901.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +10.2% | +6.8% | +3.4% | +8.7% |
| 30D | +18.2% | +8.3% | +9.9% | +16.2% |
| 3M | +29.0% | -7.9% | +36.9% | +30.8% |
| 6M | +23.2% | -10.6% | +33.8% | +25.4% |
| YTD | +71.4% | -13.4% | +84.8% | +74.2% |
| 1Y | +112.3% | +12.5% | +99.8% | +104.3% |
| 3Y | +157.1% | -14.9% | +171.9% | +149.9% |
| 5Y | +77.0% | +27.5% | +49.5% | +51.7% |
| 10Y | -31.8% | +839.4% | -871.2% | -60.0% |
| All | -31.8% | +870.0% | -901.8% | -60.0% |
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