+24.3%
DECK vs ET
+202.1%
-177.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | +6.0% | -8.1% | +14.1% | +9.5% |
| 30D | +7.4% | -7.5% | +14.9% | +10.5% |
| 3M | -11.7% | -4.1% | -7.6% | -10.7% |
| 6M | -11.0% | -2.7% | -8.3% | -11.0% |
| YTD | -15.4% | +22.6% | -38.0% | -24.8% |
| 1Y | +7.2% | +22.0% | -14.7% | -4.6% |
| 3Y | -11.8% | +72.8% | -84.6% | -32.4% |
| 5Y | +24.3% | +201.4% | -177.1% | -22.4% |
| All | +24.3% | +202.1% | -177.8% | -22.4% |
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