+138.0%
B vs EFX
-31.2%
+169.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.9% |
| 7D | +9.6% | +2.7% | +6.9% | +9.2% |
| 30D | +3.5% | +33.1% | -29.6% | -0.9% |
| 3M | -1.6% | +8.2% | -9.7% | -2.9% |
| 6M | -1.7% | +10.2% | -11.8% | -3.7% |
| YTD | -5.3% | -11.8% | +6.5% | -4.5% |
| 1Y | +27.2% | -6.1% | +33.3% | +26.8% |
| 3Y | +166.1% | +7.5% | +158.6% | +151.4% |
| All | +138.0% | -31.2% | +169.2% | +117.4% |
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 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