+39.7%
EFX vs DG
+101.8%
-62.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -4.5% | -6.5% | +1.9% | -3.2% |
| 30D | -6.1% | +4.2% | -10.2% | -7.0% |
| 3M | +6.2% | +9.5% | -3.3% | +4.3% |
| 6M | -11.2% | -13.1% | +1.9% | -9.0% |
| YTD | -21.4% | -4.8% | -16.6% | -21.2% |
| 1Y | -34.3% | +20.6% | -54.9% | -37.4% |
| 3Y | -12.5% | +4.9% | -17.5% | -17.6% |
| 5Y | -35.6% | -37.9% | +2.3% | -30.5% |
| All | +39.7% | +101.8% | -62.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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