+5,745.0%
DECK vs EFV
+72.7%
+5,672.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -50.9% | +49.4% | +34.8% |
| 7D | +6.0% | -49.8% | +55.9% | +42.5% |
| 30D | +7.4% | -49.4% | +56.9% | +43.4% |
| 3M | -11.7% | -51.0% | +39.4% | +21.4% |
| 6M | -11.0% | -46.8% | +35.8% | +13.6% |
| YTD | -15.4% | -42.6% | +27.2% | +1.1% |
| 1Y | +7.2% | -38.8% | +46.0% | +21.0% |
| 3Y | -11.8% | -6.7% | -5.1% | -31.5% |
| 5Y | +24.3% | -4.8% | +29.1% | -4.6% |
| 10Y | +907.5% | +32.2% | +875.3% | +482.7% |
| All | +5,745.0% | +72.7% | +5,672.3% | +3,210.8% |
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