+8.6%
DECK vs EFV
+20.2%
-11.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | +0.3% |
| 7D | +5.8% | -0.7% | +6.4% | +6.6% |
| 30D | +7.9% | +0.9% | +7.0% | +7.0% |
| 3M | -11.4% | -3.6% | -7.9% | -7.8% |
| 6M | -16.6% | +2.5% | -19.1% | -18.6% |
| YTD | -16.4% | +13.2% | -29.6% | -26.4% |
| 1Y | +8.6% | +20.3% | -11.7% | -10.3% |
| All | +8.6% | +20.2% | -11.5% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling