-21.1%
DECK vs FTV
-1.9%
-19.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +2.1% |
| 7D | -2.2% | -4.6% | +2.4% | +0.3% |
| 30D | -13.6% | -7.2% | -6.4% | -10.1% |
| 3M | -21.2% | -7.3% | -14.0% | -18.4% |
| 6M | -21.1% | -1.6% | -19.5% | -22.9% |
| All | -21.1% | -1.9% | -19.1% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling