+106.3%
ETN vs DECK
+25.8%
+80.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.5% | -5.8% | -7.0% |
| 7D | -16.9% | +6.0% | -23.0% | -18.3% |
| 30D | -26.5% | +7.4% | -34.0% | -28.0% |
| 3M | -26.7% | -11.7% | -15.1% | -24.8% |
| 6M | -20.0% | -11.0% | -9.0% | -18.8% |
| YTD | +3.5% | -15.4% | +18.9% | +5.6% |
| 1Y | -14.4% | +7.2% | -21.7% | -18.3% |
| 3Y | +57.4% | -11.8% | +69.3% | +49.4% |
| 5Y | +106.3% | +24.3% | +82.0% | +69.1% |
| All | +106.3% | +25.8% | +80.5% | +69.1% |
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