+95.6%
DG vs EFV
+167.0%
-71.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | -6.3% | -2.0% | -4.3% | -5.5% |
| 30D | +2.4% | -0.2% | +2.6% | +2.5% |
| 3M | +12.4% | +9.1% | +3.3% | +8.4% |
| 6M | -14.9% | +11.7% | -26.6% | -18.8% |
| YTD | -6.1% | +17.0% | -23.1% | -12.1% |
| 1Y | +17.9% | +26.7% | -8.9% | +6.8% |
| 3Y | +3.1% | +90.2% | -87.0% | -21.6% |
| 5Y | -38.7% | +96.1% | -134.8% | -54.4% |
| All | +95.6% | +167.0% | -71.4% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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