+888.8%
DECK vs FFIV
+126.7%
+762.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +3.9% | +0.7% |
| 7D | +6.0% | -14.2% | +20.2% | +12.7% |
| 30D | +7.4% | -33.6% | +41.1% | +25.3% |
| 3M | -11.7% | -24.2% | +12.6% | -3.6% |
| 6M | -11.0% | -8.3% | -2.7% | -12.0% |
| YTD | -15.4% | +22.1% | -37.5% | -28.9% |
| 1Y | +7.2% | +26.5% | -19.2% | -11.6% |
| 3Y | -11.8% | +102.3% | -114.2% | -43.5% |
| 5Y | +24.3% | +40.6% | -16.3% | -6.0% |
| All | +888.8% | +126.7% | +762.1% | +436.9% |
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