+877.2%
DECK vs EFX
+66.3%
+810.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.3% |
| 7D | +5.8% | +2.7% | +3.1% | +4.7% |
| 30D | +7.9% | +33.1% | -25.2% | -3.7% |
| 3M | -11.4% | +8.2% | -19.6% | -14.6% |
| 6M | -16.6% | +10.2% | -26.7% | -20.5% |
| YTD | -16.4% | -11.8% | -4.5% | -14.2% |
| 1Y | +8.6% | -6.1% | +14.7% | +8.6% |
| 3Y | -15.1% | +7.5% | -22.6% | -21.7% |
| 5Y | +22.9% | -30.7% | +53.6% | +31.0% |
| All | +877.2% | +66.3% | +810.9% | +680.1% |
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