+24.3%
DECK vs EFV
-4.7%
+29.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -50.9% | +49.4% | +16.4% |
| 7D | +6.0% | -49.8% | +55.9% | +22.7% |
| 30D | +7.4% | -49.4% | +56.9% | +23.3% |
| 3M | -11.7% | -51.0% | +39.4% | +4.8% |
| 6M | -11.0% | -46.8% | +35.8% | -2.9% |
| YTD | -15.4% | -42.6% | +27.2% | -14.4% |
| 1Y | +7.2% | -38.8% | +46.0% | +1.7% |
| 3Y | -11.8% | -6.7% | -5.1% | -45.4% |
| 5Y | +24.3% | -4.8% | +29.1% | -24.4% |
| All | +24.3% | -4.7% | +29.0% | -24.4% |
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