+203.1%
B vs EFX
-9.7%
+212.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -1.5% |
| 7D | -1.6% | -8.6% | +7.0% | -0.6% |
| 30D | +9.4% | +0.1% | +9.3% | +9.5% |
| 3M | +5.0% | +3.8% | +1.1% | +4.3% |
| 6M | -3.5% | -13.5% | +10.0% | -2.4% |
| YTD | +4.5% | -17.7% | +22.1% | +6.2% |
| 1Y | +67.8% | -25.6% | +93.4% | +72.6% |
| All | +203.1% | -9.7% | +212.8% | +205.5% |
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 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