+152.0%
ETR vs DECK
+25.8%
+126.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | +0.3% | +6.0% | -5.7% | +0.1% |
| 30D | +6.8% | +7.4% | -0.6% | +6.5% |
| 3M | +3.8% | -11.7% | +15.5% | +4.2% |
| 6M | -5.5% | -11.0% | +5.5% | -5.2% |
| YTD | +21.5% | -15.4% | +36.9% | +21.9% |
| 1Y | +17.4% | +7.2% | +10.2% | +16.8% |
| 3Y | +147.7% | -11.8% | +159.5% | +142.5% |
| 5Y | +152.0% | +24.3% | +127.7% | +142.9% |
| All | +152.0% | +25.8% | +126.3% | +142.9% |
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