+688.8%
B vs EFX
+6,825.8%
-6,137.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.7% | -2.0% | -0.7% | -2.5% |
| 30D | -4.3% | +27.9% | -32.2% | -6.5% |
| 3M | -2.3% | +3.8% | -6.1% | -2.8% |
| 6M | -16.2% | +13.0% | -29.2% | -17.4% |
| YTD | -8.8% | -12.4% | +3.6% | -8.4% |
| 1Y | +11.4% | -10.4% | +21.7% | +11.6% |
| 3Y | +174.3% | +4.4% | +169.8% | +169.3% |
| 5Y | +116.2% | -28.9% | +145.1% | +117.0% |
| 10Y | +222.7% | +81.7% | +141.0% | +197.7% |
| All | +688.8% | +6,825.8% | -6,137.0% | +614.0% |
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