+24.6%
DECK vs EFX
-31.2%
+55.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| 3M | -11.4% | +8.2% | -19.6% | -14.8% |
| 6M | -16.6% | +10.2% | -26.7% | -20.7% |
| YTD | -16.4% | -11.8% | -4.5% | -14.0% |
| 1Y | +8.6% | -6.1% | +14.7% | +8.6% |
| 3Y | -15.1% | +7.5% | -22.6% | -23.7% |
| All | +24.6% | -31.2% | +55.8% | +40.6% |
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