+851.5%
DE vs EFX
+42.6%
+808.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -2.6% | -4.5% | +2.0% | -1.2% |
| 30D | +9.0% | -6.1% | +15.1% | +10.7% |
| 3M | +19.1% | +6.2% | +12.9% | +15.8% |
| 6M | +14.4% | -11.2% | +25.6% | +16.9% |
| YTD | +45.9% | -21.4% | +67.4% | +53.7% |
| 1Y | +43.6% | -34.3% | +77.9% | +59.9% |
| 3Y | +75.9% | -12.5% | +88.4% | +72.8% |
| 5Y | +98.8% | -35.6% | +134.3% | +111.1% |
| All | +851.5% | +42.6% | +808.9% | +631.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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