-35.2%
EFX vs DAR
-8.5%
-26.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -3.7% |
| 7D | -7.8% | -0.9% | -7.0% | -7.7% |
| 30D | -5.7% | +13.0% | -18.7% | -8.3% |
| 3M | +2.5% | +15.0% | -12.5% | -1.0% |
| 6M | -16.7% | +26.8% | -43.5% | -21.6% |
| YTD | -20.2% | +86.4% | -106.6% | -31.6% |
| 1Y | -31.4% | +115.1% | -146.5% | -43.5% |
| 3Y | -10.5% | +14.6% | -25.1% | -16.2% |
| 5Y | -35.2% | -8.8% | -26.4% | -37.1% |
| All | -35.2% | -8.5% | -26.7% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling