+279.7%
VWO vs DECK
+3,918.6%
-3,638.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.3% |
| 7D | -4.2% | +6.0% | -10.2% | -5.4% |
| 30D | -10.5% | +7.4% | -18.0% | -12.1% |
| 3M | -9.4% | -11.7% | +2.2% | -7.2% |
| 6M | -8.3% | -11.0% | +2.6% | -6.7% |
| YTD | +1.2% | -15.4% | +16.6% | +3.3% |
| 1Y | +1.2% | +7.2% | -6.0% | -2.3% |
| 3Y | +49.4% | -11.8% | +61.2% | +41.8% |
| 5Y | +23.6% | +24.3% | -0.7% | +4.4% |
| 10Y | +95.5% | +907.5% | -812.0% | -9.3% |
| All | +279.7% | +3,918.6% | -3,638.9% | -0.1% |
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