+591.6%
DG vs EFV
+203.0%
+388.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +0.3% | +2.5% | -2.2% | -0.6% |
| 30D | +3.2% | +2.9% | +0.3% | +2.3% |
| 3M | +10.4% | -1.4% | +11.9% | +11.1% |
| 6M | +33.2% | +5.5% | +27.6% | +30.7% |
| YTD | +3.0% | +16.1% | -13.1% | -2.4% |
| 1Y | +31.2% | +20.3% | +10.9% | +22.9% |
| 3Y | +21.8% | +90.4% | -68.6% | -3.7% |
| 5Y | -35.0% | +93.5% | -128.5% | -49.3% |
| 10Y | +106.0% | +161.5% | -55.5% | +42.3% |
| All | +591.6% | +203.0% | +388.6% | +346.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling