+26.3%
DECK vs EFV
+94.2%
-67.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.1% | +2.8% | +2.8% |
| 7D | +10.4% | +2.9% | +7.5% | +7.4% |
| 30D | +11.1% | +3.6% | +7.5% | +7.4% |
| 3M | -10.8% | -0.1% | -10.7% | -10.6% |
| 6M | -8.7% | +9.6% | -18.4% | -16.7% |
| YTD | -14.0% | +17.0% | -31.0% | -26.5% |
| 1Y | +12.0% | +25.7% | -13.6% | -10.7% |
| 3Y | -10.5% | +90.1% | -100.6% | -53.1% |
| All | +26.3% | +94.2% | -67.9% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling