+5,616.4%
DECK vs EFV
+258.8%
+5,357.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -2.2% | +1.5% | -3.7% | -3.5% |
| 30D | -13.6% | +1.7% | -15.3% | -14.9% |
| 3M | -21.2% | +8.6% | -29.9% | -26.9% |
| 6M | -21.1% | +11.7% | -32.8% | -28.3% |
| YTD | -17.2% | +19.3% | -36.5% | -29.1% |
| 1Y | -30.7% | +30.2% | -61.0% | -45.1% |
| 3Y | -3.4% | +91.6% | -94.9% | -45.7% |
| 5Y | +25.5% | +96.4% | -70.8% | -30.5% |
| 10Y | +714.7% | +166.5% | +548.2% | +246.7% |
| All | +5,616.4% | +258.8% | +5,357.6% | +2,221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling