+741.1%
DECK vs FFIV
+214.3%
+526.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -2.2% | -1.0% | -1.3% | -1.8% |
| 30D | -13.6% | -5.1% | -8.5% | -11.9% |
| 3M | -21.2% | -4.5% | -16.8% | -20.5% |
| 6M | -21.1% | +36.5% | -57.6% | -33.4% |
| YTD | -17.2% | +53.0% | -70.2% | -34.8% |
| 1Y | -30.7% | +24.2% | -55.0% | -40.0% |
| 3Y | -3.4% | +137.2% | -140.6% | -39.7% |
| 5Y | +25.5% | +91.8% | -66.2% | -14.6% |
| All | +741.1% | +214.3% | +526.8% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling