-1.8%
DECK vs EFV
+91.7%
-93.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -2.2% | +1.5% | -3.7% | -3.6% |
| 30D | -13.6% | +1.7% | -15.3% | -15.0% |
| 3M | -21.2% | +8.6% | -29.9% | -27.1% |
| 6M | -21.1% | +11.7% | -32.8% | -28.7% |
| YTD | -17.2% | +19.3% | -36.5% | -29.6% |
| 1Y | -30.7% | +30.2% | -61.0% | -45.5% |
| All | -1.8% | +91.7% | -93.5% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling