+12.0%
DECK vs FTV
+37.8%
-25.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.3% | +3.7% | +5.1% |
| 7D | +10.4% | +6.6% | +3.8% | +7.9% |
| 30D | +11.1% | +19.1% | -8.0% | +4.5% |
| 3M | -10.8% | +13.1% | -23.9% | -14.4% |
| 6M | -8.7% | +14.0% | -22.7% | -12.8% |
| YTD | -14.0% | +24.2% | -38.2% | -19.4% |
| 1Y | +12.0% | +36.4% | -24.3% | -0.2% |
| All | +12.0% | +37.8% | -25.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling