+877.2%
DECK vs EFV
+157.1%
+720.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | +0.2% |
| 7D | +5.8% | -0.7% | +6.4% | +6.5% |
| 30D | +7.9% | +0.9% | +7.0% | +7.0% |
| 3M | -11.4% | -3.6% | -7.9% | -8.0% |
| 6M | -16.6% | +2.5% | -19.1% | -18.6% |
| YTD | -16.4% | +13.2% | -29.6% | -26.0% |
| 1Y | +8.6% | +20.3% | -11.7% | -9.6% |
| 3Y | -15.1% | +84.9% | -100.0% | -54.3% |
| 5Y | +22.9% | +87.7% | -64.9% | -34.6% |
| All | +877.2% | +157.1% | +720.1% | +265.1% |
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