+157.5%
B vs EFX
-33.0%
+190.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -1.3% |
| 7D | -1.6% | -8.6% | +7.0% | -0.3% |
| 30D | +9.4% | +0.1% | +9.3% | +9.4% |
| 3M | +5.0% | +3.8% | +1.1% | +4.1% |
| 6M | -3.5% | -13.5% | +10.0% | -2.0% |
| YTD | +4.5% | -17.7% | +22.1% | +6.6% |
| 1Y | +67.8% | -25.6% | +93.4% | +73.6% |
| 3Y | +196.7% | -12.1% | +208.8% | +191.9% |
| All | +157.5% | -33.0% | +190.5% | +134.1% |
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