+3,716.0%
ALL vs EFX
+4,487.1%
-771.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.0% | +0.8% |
| 7D | 0.0% | -8.6% | +8.7% | +3.1% |
| 30D | -1.5% | +0.1% | -1.6% | -1.8% |
| 3M | +23.6% | +3.8% | +19.8% | +21.1% |
| 6M | +22.3% | -13.5% | +35.9% | +26.9% |
| YTD | +26.5% | -17.7% | +44.2% | +32.4% |
| 1Y | +27.0% | -25.6% | +52.6% | +37.0% |
| 3Y | +149.6% | -12.1% | +161.7% | +143.5% |
| 5Y | +118.1% | -33.8% | +151.9% | +127.6% |
| 10Y | +369.0% | +45.1% | +323.8% | +243.9% |
| All | +3,716.0% | +4,487.1% | -771.1% | +1,074.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling