+228.1%
VTV vs DECK
+730.5%
-502.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +3.9% | +0.3% |
| 7D | +2.3% | -3.7% | +6.0% | +2.9% |
| 30D | +3.8% | +0.6% | +3.2% | +3.6% |
| 3M | +1.7% | -7.3% | +9.0% | +2.8% |
| 6M | +10.9% | -10.9% | +21.8% | +12.5% |
| YTD | +21.7% | -18.5% | +40.2% | +24.5% |
| 1Y | +23.4% | +0.2% | +23.2% | +21.5% |
| 3Y | +78.0% | -19.8% | +97.8% | +73.2% |
| 5Y | +77.4% | +18.7% | +58.7% | +54.2% |
| All | +228.1% | +730.5% | -502.4% | +104.7% |
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