-11.0%
DECK vs ET
-1.0%
-10.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -2.3% |
| 7D | +6.0% | -8.1% | +14.1% | +1.5% |
| 30D | +7.4% | -7.5% | +14.9% | +3.6% |
| 3M | -11.7% | -4.1% | -7.6% | -13.2% |
| 6M | -11.0% | -2.7% | -8.3% | -13.5% |
| All | -11.0% | -1.0% | -10.0% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling