+371.6%
ALL vs EFX
+80.5%
+291.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | +5.0% | -0.8% | +5.8% | +5.2% |
| 30D | +13.3% | +25.1% | -11.8% | +6.6% |
| 3M | +3.2% | +1.7% | +1.5% | +2.3% |
| 6M | +25.3% | +18.4% | +7.0% | +18.8% |
| YTD | +30.5% | -12.5% | +43.0% | +32.8% |
| 1Y | +29.2% | -8.1% | +37.3% | +29.6% |
| 3Y | +119.1% | +4.8% | +114.3% | +103.1% |
| 5Y | +162.6% | -30.1% | +192.7% | +169.1% |
| All | +371.6% | +80.5% | +291.2% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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