+26.1%
DECK vs FTV
+2.3%
+23.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.3% |
| 7D | -2.2% | -4.5% | +2.3% | +1.1% |
| 30D | -13.6% | -7.1% | -6.5% | -8.9% |
| 3M | -21.2% | -7.2% | -14.1% | -17.4% |
| 6M | -21.1% | -1.5% | -19.6% | -21.0% |
| YTD | -17.2% | +3.5% | -20.7% | -21.4% |
| 1Y | -30.7% | +20.3% | -51.1% | -42.0% |
| 3Y | -3.4% | -3.1% | -0.2% | -4.3% |
| All | +26.1% | +2.3% | +23.8% | +12.1% |
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