+24.6%
DECK vs ET
+201.6%
-177.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +5.8% | -7.9% | +13.6% | +9.2% |
| 30D | +7.9% | -5.9% | +13.8% | +10.2% |
| 3M | -11.4% | -5.2% | -6.2% | -10.0% |
| 6M | -16.6% | +0.3% | -16.8% | -17.6% |
| YTD | -16.4% | +23.1% | -39.5% | -25.8% |
| 1Y | +8.6% | +22.7% | -14.1% | -3.7% |
| 3Y | -15.1% | +75.4% | -90.5% | -35.3% |
| All | +24.6% | +201.6% | -177.1% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling