+148.0%
ALL vs EFX
-31.8%
+179.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -3.9% | -2.2% | -1.7% | -3.4% |
| 30D | +10.6% | +29.2% | -18.6% | +5.2% |
| 3M | -4.6% | +3.5% | -8.0% | -5.5% |
| 6M | +20.2% | +7.8% | +12.4% | +17.7% |
| YTD | +23.7% | -12.4% | +36.1% | +25.2% |
| 1Y | +27.9% | -8.2% | +36.1% | +28.2% |
| 3Y | +109.2% | +4.7% | +104.5% | +98.2% |
| 5Y | +148.0% | -32.0% | +180.0% | +140.9% |
| All | +148.0% | -31.8% | +179.8% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling