+151.3%
VTRS vs DECK
+7,820.9%
-7,669.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.5% |
| 7D | +3.3% | -2.2% | +5.5% | +3.5% |
| 30D | -3.6% | -13.6% | +9.9% | -2.5% |
| 3M | +7.0% | -21.2% | +28.2% | +8.9% |
| 6M | +17.5% | -21.1% | +38.5% | +19.5% |
| YTD | +38.8% | -17.2% | +56.0% | +40.4% |
| 1Y | +69.2% | -30.7% | +99.9% | +73.2% |
| 3Y | +77.5% | -3.4% | +80.8% | +74.8% |
| 5Y | +39.9% | +25.5% | +14.4% | +33.8% |
| 10Y | -47.1% | +714.7% | -761.8% | -56.0% |
| All | +151.3% | +7,820.9% | -7,669.6% | +94.9% |
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 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