+20.6%
DG vs EFV
+27.7%
-7.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | -6.5% | -0.8% | -5.7% | -6.0% |
| 30D | +4.2% | +0.6% | +3.5% | +3.8% |
| 3M | +9.5% | +7.5% | +2.0% | +5.0% |
| 6M | -13.1% | +13.0% | -26.2% | -19.5% |
| YTD | -4.8% | +18.3% | -23.2% | -15.6% |
| 1Y | +20.6% | +26.7% | -6.1% | +1.2% |
| All | +20.6% | +27.7% | -7.0% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling