+79.7%
EFX vs DAR
+311.7%
-232.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -0.8% | +11.6% | -12.3% | -3.2% |
| 30D | +25.1% | -10.2% | +35.4% | +27.7% |
| 3M | +1.7% | -14.8% | +16.5% | +4.7% |
| 6M | +18.4% | -10.1% | +28.4% | +19.8% |
| YTD | -12.5% | +55.5% | -68.0% | -23.2% |
| 1Y | -8.1% | +61.7% | -69.8% | -20.2% |
| 3Y | +4.8% | +37.2% | -32.4% | -8.9% |
| 5Y | -30.1% | -26.9% | -3.2% | -30.2% |
| All | +79.7% | +311.7% | -232.0% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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