+887.0%
DECK vs EFX
+63.8%
+823.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +6.4% | -2.2% | +8.6% | +7.3% |
| 30D | +9.1% | +29.2% | -20.1% | -1.5% |
| 3M | -7.2% | +3.5% | -10.7% | -9.0% |
| 6M | -9.9% | +7.8% | -17.7% | -13.5% |
| YTD | -12.8% | -12.4% | -0.4% | -10.3% |
| 1Y | +10.6% | -8.2% | +18.8% | +11.5% |
| 3Y | -13.8% | +4.7% | -18.5% | -19.7% |
| 5Y | +27.6% | -32.0% | +59.7% | +37.1% |
| 10Y | +887.0% | +69.1% | +818.0% | +689.7% |
| All | +887.0% | +63.8% | +823.2% | +689.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling