+28.0%
VWO vs DECK
+30.0%
-2.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +1.8% |
| 7D | +1.6% | +6.4% | -4.8% | +0.7% |
| 30D | -5.3% | +9.1% | -14.4% | -6.5% |
| 3M | -6.2% | -7.2% | +1.0% | -5.4% |
| 6M | -6.2% | -9.9% | +3.7% | -5.3% |
| YTD | +5.6% | -12.8% | +18.4% | +6.7% |
| 1Y | +6.2% | +10.6% | -4.4% | +3.5% |
| 3Y | +57.5% | -13.8% | +71.3% | +49.6% |
| 5Y | +28.0% | +27.6% | +0.4% | +5.6% |
| All | +28.0% | +30.0% | -2.0% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling