+6,127.5%
EFX vs DTE
+3,490.3%
+2,637.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -9.4% | 0.0% | -9.4% | -9.4% |
| 30D | -6.9% | -0.5% | -6.4% | -6.7% |
| 3M | +0.1% | -6.0% | +6.2% | +2.8% |
| 6M | -17.3% | -7.2% | -10.1% | -14.9% |
| YTD | -21.8% | +7.2% | -29.0% | -24.6% |
| 1Y | -32.5% | +4.1% | -36.6% | -34.1% |
| 3Y | -12.3% | +46.9% | -59.2% | -26.4% |
| 5Y | -36.6% | +32.9% | -69.5% | -44.8% |
| 10Y | +41.0% | +144.5% | -103.5% | -7.9% |
| All | +6,127.5% | +3,490.3% | +2,637.3% | +1,416.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling