-12.5%
EFX vs DTE
+43.4%
-55.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.1% |
| 3M | +6.2% | -8.3% | +14.5% | +10.7% |
| 6M | -11.2% | -8.1% | -3.1% | -7.9% |
| YTD | -21.4% | +4.4% | -25.8% | -24.1% |
| 1Y | -34.3% | +0.2% | -34.5% | -35.0% |
| 3Y | -12.5% | +42.6% | -55.1% | -29.1% |
| All | -12.5% | +43.4% | -55.9% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling