-10.8%
DOW vs EFX
+66.7%
-77.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.4% | +3.3% | -0.9% |
| 7D | -2.4% | -8.6% | +6.3% | +0.5% |
| 30D | +0.4% | +0.1% | +0.3% | 0.0% |
| 3M | -14.4% | +3.8% | -18.2% | -16.5% |
| 6M | -7.0% | -13.5% | +6.5% | -4.1% |
| YTD | +30.2% | -17.7% | +47.9% | +35.5% |
| 1Y | +29.2% | -25.6% | +54.8% | +39.7% |
| 3Y | -36.7% | -12.1% | -24.6% | -38.3% |
| 5Y | -37.7% | -33.8% | -3.9% | -33.2% |
| All | -10.8% | +66.7% | -77.5% | -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 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