+741.1%
DECK vs EFV
+165.7%
+575.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -2.2% | +1.5% | -3.7% | -3.7% |
| 30D | -13.6% | +1.7% | -15.3% | -15.1% |
| 3M | -21.2% | +8.6% | -29.9% | -27.6% |
| 6M | -21.1% | +11.7% | -32.8% | -29.2% |
| YTD | -17.2% | +19.3% | -36.5% | -30.6% |
| 1Y | -30.7% | +30.2% | -61.0% | -46.8% |
| 3Y | -3.4% | +91.6% | -94.9% | -49.9% |
| 5Y | +25.5% | +96.4% | -70.8% | -36.4% |
| All | +741.1% | +165.7% | +575.5% | +185.7% |
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