+54.4%
EFA vs DECK
+25.5%
+28.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.1% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | +0.9% | -13.6% | +14.5% | +3.1% |
| 3M | +4.9% | -21.2% | +26.1% | +8.5% |
| 6M | +8.6% | -21.1% | +29.7% | +12.0% |
| YTD | +14.6% | -17.2% | +31.8% | +17.0% |
| 1Y | +22.6% | -30.7% | +53.4% | +28.2% |
| 3Y | +66.5% | -3.4% | +69.9% | +54.3% |
| All | +54.4% | +25.5% | +28.9% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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