+87.8%
DT vs EFX
+43.5%
+44.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | +3.1% | -0.8% | +3.9% | +3.5% |
| 30D | -29.5% | +25.1% | -54.7% | -37.2% |
| 3M | -11.7% | +1.7% | -13.4% | -13.5% |
| 6M | +29.0% | +18.4% | +10.6% | +16.3% |
| YTD | +3.4% | -12.5% | +15.9% | +7.3% |
| 1Y | -4.2% | -8.1% | +3.8% | -3.0% |
| 3Y | -12.8% | +4.8% | -17.6% | -24.6% |
| 5Y | -39.6% | -30.1% | -9.5% | -35.8% |
| All | +87.8% | +43.5% | +44.3% | +22.5% |
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