+247.6%
DIA vs EFX
+42.6%
+205.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -1.6% | -4.5% | +3.0% | -0.2% |
| 30D | -2.0% | -6.1% | +4.0% | -0.5% |
| 3M | +3.6% | +6.2% | -2.6% | +0.9% |
| 6M | +11.5% | -11.2% | +22.7% | +14.0% |
| YTD | +10.4% | -21.4% | +31.8% | +16.3% |
| 1Y | +15.6% | -34.3% | +49.9% | +28.4% |
| 3Y | +58.9% | -12.5% | +71.4% | +55.8% |
| 5Y | +65.3% | -35.6% | +100.9% | +75.0% |
| All | +247.6% | +42.6% | +205.0% | +171.6% |
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