+153.7%
ALL vs EFX
-12.5%
+166.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.9% |
| 7D | -1.7% | -7.8% | +6.1% | -0.4% |
| 30D | -4.7% | -5.7% | +1.0% | -3.8% |
| 3M | +18.4% | +2.5% | +15.9% | +17.6% |
| 6M | +20.5% | -16.7% | +37.2% | +23.1% |
| YTD | +23.5% | -20.2% | +43.7% | +26.6% |
| 1Y | +29.0% | -31.4% | +60.4% | +35.0% |
| 3Y | +153.7% | -10.5% | +164.2% | +162.4% |
| All | +153.7% | -12.5% | +166.2% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling