+14,337.8%
DE vs EFX
+6,208.6%
+8,129.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -0.8% |
| 7D | +0.7% | -7.8% | +8.5% | +3.4% |
| 30D | +9.6% | -5.7% | +15.4% | +11.5% |
| 3M | +19.0% | +2.5% | +16.5% | +16.6% |
| 6M | +16.1% | -16.7% | +32.7% | +21.3% |
| YTD | +47.0% | -20.2% | +67.2% | +54.6% |
| 1Y | +43.1% | -31.4% | +74.5% | +57.8% |
| 3Y | +77.5% | -10.5% | +88.0% | +73.5% |
| 5Y | +96.4% | -35.2% | +131.6% | +108.3% |
| 10Y | +852.9% | +40.2% | +812.7% | +632.9% |
| All | +14,337.8% | +6,208.6% | +8,129.2% | +4,067.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling