+28.3%
ALL vs EFX
-32.9%
+61.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.3% | -11.1% | +6.8% | -2.4% |
| 30D | -3.6% | -7.4% | +3.8% | -2.4% |
| 3M | +13.2% | +1.5% | +11.7% | +12.7% |
| 6M | +22.5% | -13.7% | +36.2% | +24.0% |
| YTD | +22.7% | -21.9% | +44.6% | +25.3% |
| 1Y | +28.3% | -30.8% | +59.1% | +32.6% |
| All | +28.3% | -32.9% | +61.2% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling