+110.6%
FE vs DECK
+937.4%
-826.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | -0.6% |
| 7D | +1.7% | +10.4% | -8.7% | +0.8% |
| 30D | +8.1% | +11.1% | -3.0% | +7.0% |
| 3M | -1.3% | -10.8% | +9.5% | -0.4% |
| 6M | +2.9% | -8.7% | +11.7% | +3.5% |
| YTD | +8.6% | -14.0% | +22.6% | +9.3% |
| 1Y | +6.3% | +12.0% | -5.7% | +4.3% |
| 3Y | +45.1% | -10.5% | +55.6% | +39.8% |
| 5Y | +47.1% | +28.5% | +18.6% | +32.5% |
| 10Y | +110.6% | +923.3% | -812.7% | +65.9% |
| All | +110.6% | +937.4% | -826.8% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling