-12.1%
DOW vs EFX
+59.1%
-71.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.2% |
| 7D | -1.4% | -4.5% | +3.2% | +0.1% |
| 30D | -3.9% | -6.1% | +2.1% | -2.2% |
| 3M | -12.7% | +6.2% | -18.9% | -15.5% |
| 6M | -13.7% | -11.2% | -2.5% | -12.1% |
| YTD | +28.4% | -21.4% | +49.8% | +35.7% |
| 1Y | +21.8% | -34.3% | +56.1% | +38.0% |
| 3Y | -35.7% | -12.5% | -23.2% | -37.5% |
| 5Y | -36.8% | -35.6% | -1.3% | -32.0% |
| All | -12.1% | +59.1% | -71.2% | -46.9% |
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