-36.6%
EFX vs DD
+59.3%
-95.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.0% |
| 7D | -9.4% | -3.8% | -5.6% | -8.0% |
| 30D | -6.9% | -9.2% | +2.3% | -3.4% |
| 3M | +0.1% | -9.0% | +9.1% | +3.5% |
| 6M | -17.3% | -5.0% | -12.4% | -16.8% |
| YTD | -21.8% | +7.4% | -29.2% | -26.2% |
| 1Y | -32.5% | +35.1% | -67.7% | -43.4% |
| 3Y | -12.3% | +43.2% | -55.6% | -30.7% |
| 5Y | -36.6% | +59.6% | -96.3% | -52.6% |
| All | -36.6% | +59.3% | -95.9% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling