+28.5%
DECK vs FFIV
+48.7%
-20.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +6.1% |
| 7D | +10.4% | -9.8% | +20.2% | +14.5% |
| 30D | +11.1% | -28.1% | +39.2% | +24.1% |
| 3M | -10.8% | -20.0% | +9.2% | -5.5% |
| 6M | -8.7% | -0.1% | -8.7% | -13.9% |
| YTD | -14.0% | +29.2% | -43.2% | -30.7% |
| 1Y | +12.0% | +36.6% | -24.6% | -12.6% |
| 3Y | -10.5% | +114.0% | -124.4% | -47.0% |
| 5Y | +28.5% | +48.1% | -19.6% | -7.1% |
| All | +28.5% | +48.7% | -20.2% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling