-30.7%
EFX vs DG
-35.8%
+5.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +25.1% | +3.2% | +21.9% | +24.5% |
| 3M | +1.7% | +10.4% | -8.8% | -0.1% |
| 6M | +18.4% | +33.2% | -14.8% | +13.1% |
| YTD | -12.5% | +3.0% | -15.5% | -13.6% |
| 1Y | -8.1% | +31.2% | -39.3% | -12.4% |
| 3Y | +4.8% | +21.8% | -17.0% | -2.7% |
| All | -30.7% | -35.8% | +5.1% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling