+888.8%
DECK vs EFX
+70.0%
+818.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.9% |
| 7D | +6.0% | +8.1% | -2.0% | +3.0% |
| 30D | +7.4% | +36.0% | -28.6% | -4.8% |
| 3M | -11.7% | +9.6% | -21.3% | -15.3% |
| 6M | -11.0% | +14.7% | -25.7% | -16.4% |
| YTD | -15.4% | -9.9% | -5.5% | -13.9% |
| 1Y | +7.2% | -5.4% | +12.7% | +7.0% |
| 3Y | -11.8% | +9.3% | -21.1% | -19.2% |
| 5Y | +24.3% | -29.1% | +53.5% | +31.5% |
| All | +888.8% | +70.0% | +818.8% | +682.8% |
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