+1,107.0%
DIA vs EFX
+1,117.8%
-10.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +2.1% | -0.8% | +2.9% | +2.4% |
| 30D | +1.5% | +25.1% | -23.6% | -6.6% |
| 3M | -2.4% | +1.7% | -4.1% | -3.9% |
| 6M | +6.0% | +18.4% | -12.4% | -2.0% |
| YTD | +10.1% | -12.5% | +22.6% | +11.8% |
| 1Y | +11.8% | -8.1% | +19.9% | +11.5% |
| 3Y | +59.7% | +4.8% | +54.9% | +46.1% |
| 5Y | +57.9% | -30.1% | +88.0% | +62.8% |
| 10Y | +236.2% | +81.5% | +154.8% | +127.2% |
| All | +1,107.0% | +1,117.8% | -10.8% | +281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling