+182.4%
VTRS vs DECK
+7,999.1%
-7,816.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -1.2% | +6.0% | -7.2% | -1.7% |
| 30D | +8.2% | +7.4% | +0.7% | +7.5% |
| 3M | +8.3% | -11.7% | +19.9% | +9.3% |
| 6M | +24.1% | -11.0% | +35.0% | +25.0% |
| YTD | +56.0% | -15.4% | +71.3% | +57.4% |
| 1Y | +82.7% | +7.2% | +75.5% | +80.9% |
| 3Y | +132.1% | -11.8% | +144.0% | +130.5% |
| 5Y | +70.5% | +24.3% | +46.2% | +63.3% |
| 10Y | -32.1% | +907.5% | -939.7% | -44.3% |
| All | +182.4% | +7,999.1% | -7,816.7% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling