+888.8%
DECK vs EFV
+160.8%
+728.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | +0.3% |
| 7D | +6.0% | +0.3% | +5.7% | +5.8% |
| 30D | +7.4% | +1.2% | +6.3% | +6.3% |
| 3M | -11.7% | -2.1% | -9.6% | -9.7% |
| 6M | -11.0% | +6.4% | -17.4% | -16.3% |
| YTD | -15.4% | +14.8% | -30.2% | -26.2% |
| 1Y | +7.2% | +22.4% | -15.2% | -12.3% |
| 3Y | -11.8% | +86.6% | -98.4% | -52.9% |
| 5Y | +24.3% | +90.4% | -66.1% | -34.8% |
| All | +888.8% | +160.8% | +728.0% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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