-35.9%
EFX vs DG
-39.4%
+3.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.2% |
| 7D | -11.1% | -6.3% | -4.8% | -10.2% |
| 30D | -7.4% | +2.4% | -9.8% | -7.8% |
| 3M | +1.5% | +12.4% | -10.9% | -0.3% |
| 6M | -13.7% | -14.9% | +1.2% | -12.0% |
| YTD | -21.9% | -6.1% | -15.8% | -21.6% |
| 1Y | -30.8% | +17.9% | -48.6% | -33.0% |
| 3Y | -12.4% | +3.1% | -15.5% | -15.8% |
| 5Y | -35.9% | -38.7% | +2.7% | -29.8% |
| All | -35.9% | -39.4% | +3.5% | -29.8% |
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