+4.5%
DECK vs ET
+25.8%
-21.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +0.1% | +2.5% | -2.4% | +1.2% |
| 30D | +4.8% | -2.5% | +7.3% | +4.0% |
| 3M | -6.9% | -4.9% | -2.1% | -8.4% |
| 6M | -7.6% | -0.1% | -7.5% | -7.5% |
| YTD | -16.3% | +26.2% | -42.5% | -15.0% |
| 1Y | +4.5% | +25.2% | -20.7% | +6.6% |
| All | +4.5% | +25.8% | -21.3% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling