+26.1%
DECK vs EFX
-33.8%
+59.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +7.9% | +4.1% |
| 7D | -2.2% | -8.6% | +6.4% | +1.2% |
| 30D | -13.6% | +0.1% | -13.7% | -13.9% |
| 3M | -21.2% | +3.8% | -25.1% | -22.8% |
| 6M | -21.1% | -13.5% | -7.6% | -17.2% |
| YTD | -17.2% | -17.7% | +0.4% | -12.2% |
| 1Y | -30.7% | -25.6% | -5.2% | -23.8% |
| 3Y | -3.4% | -12.1% | +8.7% | -4.0% |
| All | +26.1% | -33.8% | +59.9% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling