+38.9%
EFX vs DD
+67.0%
-28.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -11.1% | -2.9% | -8.2% | -10.2% |
| 30D | -7.4% | -11.5% | +4.1% | -3.2% |
| 3M | +1.5% | -5.4% | +6.9% | +3.2% |
| 6M | -13.7% | -6.9% | -6.8% | -12.4% |
| YTD | -21.9% | +6.9% | -28.7% | -25.3% |
| 1Y | -30.8% | +35.6% | -66.4% | -40.2% |
| 3Y | -12.4% | +42.5% | -54.9% | -27.3% |
| 5Y | -35.9% | +58.5% | -94.4% | -49.6% |
| All | +38.9% | +67.0% | -28.1% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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