+24.3%
DECK vs FTV
+12.7%
+11.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.7% | +1.5% |
| 7D | +6.0% | -0.6% | +6.7% | +6.5% |
| 30D | +7.4% | +13.0% | -5.6% | -1.6% |
| 3M | -11.7% | +6.8% | -18.4% | -15.9% |
| 6M | -11.0% | +8.0% | -19.0% | -16.5% |
| YTD | -15.4% | +18.9% | -34.3% | -27.4% |
| 1Y | +7.2% | +30.8% | -23.6% | -14.8% |
| 3Y | -11.8% | +33.4% | -45.2% | -31.8% |
| 5Y | +24.3% | +12.7% | +11.6% | +5.0% |
| All | +24.3% | +12.7% | +11.6% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling