+63.6%
DIA vs EFX
-36.4%
+100.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.3% |
| 7D | -1.2% | -9.4% | +8.1% | +1.0% |
| 30D | -2.7% | -6.9% | +4.2% | -1.2% |
| 3M | +3.3% | +0.1% | +3.2% | +2.5% |
| 6M | +10.4% | -17.3% | +27.8% | +14.6% |
| YTD | +10.0% | -21.8% | +31.8% | +15.3% |
| 1Y | +16.2% | -32.5% | +48.7% | +26.3% |
| 3Y | +58.7% | -12.3% | +71.1% | +55.7% |
| 5Y | +63.6% | -36.6% | +100.2% | +73.1% |
| All | +63.6% | -36.4% | +100.0% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling