+39.7%
EFX vs DTE
+137.8%
-98.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | -4.5% | -2.6% | -2.0% | -3.4% |
| 30D | -6.1% | -4.4% | -1.7% | -4.2% |
| 3M | +6.2% | -8.3% | +14.5% | +10.6% |
| 6M | -11.2% | -8.1% | -3.1% | -8.0% |
| YTD | -21.4% | +4.4% | -25.8% | -23.6% |
| 1Y | -34.3% | +0.2% | -34.5% | -34.9% |
| 3Y | -12.5% | +42.6% | -55.1% | -26.9% |
| 5Y | -35.6% | +31.5% | -67.0% | -44.4% |
| All | +39.7% | +137.8% | -98.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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