-15.1%
DECK vs EFV
+84.2%
-99.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.1% |
| 3M | -11.4% | -3.6% | -7.9% | -8.1% |
| 6M | -16.6% | +2.5% | -19.1% | -18.5% |
| YTD | -16.4% | +13.2% | -29.6% | -25.5% |
| 1Y | +8.6% | +20.3% | -11.7% | -8.6% |
| 3Y | -15.1% | +84.9% | -100.0% | -44.9% |
| All | -15.1% | +84.2% | -99.3% | -44.9% |
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