+571.6%
FE vs DECK
+17,652.8%
-17,081.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.5% |
| 7D | +0.6% | -2.3% | +3.0% | +0.7% |
| 30D | -2.1% | -15.2% | +13.1% | -1.3% |
| 3M | +2.6% | -24.7% | +27.4% | +4.0% |
| 6M | -6.8% | -20.8% | +14.0% | -5.8% |
| YTD | +6.9% | -20.3% | +27.2% | +7.8% |
| 1Y | +11.6% | -29.5% | +41.1% | +13.0% |
| 3Y | +47.7% | -6.0% | +53.7% | +45.4% |
| 5Y | +46.2% | +23.5% | +22.7% | +40.6% |
| 10Y | +109.2% | +723.9% | -614.8% | +81.4% |
| All | +571.6% | +17,652.8% | -17,081.2% | +434.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling