+4,639.4%
DECK vs ET
+1,435.0%
+3,204.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -2.2% | +0.9% | -3.1% | -2.4% |
| 30D | -13.6% | +7.5% | -21.1% | -15.2% |
| 3M | -21.2% | +11.4% | -32.7% | -23.5% |
| 6M | -21.1% | +18.5% | -39.6% | -24.7% |
| YTD | -17.2% | +37.4% | -54.6% | -24.0% |
| 1Y | -30.7% | +30.9% | -61.7% | -35.6% |
| 3Y | -3.4% | +98.7% | -102.1% | -18.9% |
| 5Y | +25.5% | +230.7% | -205.2% | -7.3% |
| 10Y | +714.7% | +175.6% | +539.1% | +476.7% |
| All | +4,639.4% | +1,435.0% | +3,204.5% | +1,245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling