+227.8%
VTV vs DECK
+870.0%
-642.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | 0.0% | +6.8% | -6.7% | -1.1% |
| 30D | +3.2% | +8.3% | -5.1% | +1.7% |
| 3M | +1.7% | -7.9% | +9.5% | +2.9% |
| 6M | +11.0% | -10.6% | +21.6% | +12.5% |
| YTD | +21.0% | -13.4% | +34.4% | +22.5% |
| 1Y | +24.3% | +12.5% | +11.8% | +19.9% |
| 3Y | +76.9% | -14.9% | +91.8% | +70.5% |
| 5Y | +76.9% | +27.5% | +49.5% | +51.9% |
| 10Y | +227.8% | +839.4% | -611.6% | +102.8% |
| All | +227.8% | +870.0% | -642.2% | +102.8% |
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