-30.8%
EFX vs DG
+20.1%
-50.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.3% |
| 7D | -11.1% | -6.3% | -4.8% | -9.7% |
| 30D | -7.4% | +2.4% | -9.8% | -8.1% |
| 3M | +1.5% | +12.4% | -10.9% | -0.7% |
| 6M | -13.7% | -14.9% | +1.2% | -13.9% |
| YTD | -21.9% | -6.1% | -15.8% | -22.8% |
| 1Y | -30.8% | +17.9% | -48.6% | -34.1% |
| All | -30.8% | +20.1% | -50.9% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling