-28.4%
DT vs EFX
-36.4%
+8.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.6% |
| 7D | -0.5% | -9.4% | +8.8% | +4.1% |
| 30D | +0.1% | -6.9% | +6.9% | +3.3% |
| 3M | +24.1% | +0.1% | +24.0% | +22.7% |
| 6M | +30.1% | -17.3% | +47.4% | +40.5% |
| YTD | +16.8% | -21.8% | +38.6% | +28.9% |
| 1Y | -0.1% | -32.5% | +32.4% | +17.5% |
| 3Y | +6.8% | -12.3% | +19.2% | -0.4% |
| 5Y | -28.4% | -36.6% | +8.2% | -15.9% |
| All | -28.4% | -36.4% | +8.1% | -15.9% |
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 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