+166.1%
B vs EFX
+7.5%
+158.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +9.6% | +2.7% | +6.9% | +9.3% |
| 30D | +3.5% | +33.1% | -29.6% | +0.2% |
| 3M | -1.6% | +8.2% | -9.7% | -2.5% |
| 6M | -1.7% | +10.2% | -11.8% | -3.2% |
| YTD | -5.3% | -11.8% | +6.5% | -4.6% |
| 1Y | +27.2% | -6.1% | +33.3% | +26.9% |
| 3Y | +166.1% | +7.5% | +158.6% | +132.4% |
| All | +166.1% | +7.5% | +158.6% | +132.4% |
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