-35.5%
DOW vs EFX
-37.1%
+1.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.4% | -11.1% | +8.8% | +0.3% |
| 30D | -4.1% | -7.4% | +3.3% | -2.5% |
| 3M | -12.4% | +1.5% | -13.9% | -13.5% |
| 6M | -10.6% | -13.7% | +3.1% | -8.6% |
| YTD | +31.1% | -21.9% | +52.9% | +37.3% |
| 1Y | +30.5% | -30.8% | +61.3% | +41.9% |
| 3Y | -34.4% | -12.4% | -22.0% | -35.0% |
| 5Y | -35.5% | -35.9% | +0.4% | -34.1% |
| All | -35.5% | -37.1% | +1.6% | -34.1% |
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