+803.7%
B vs EFX
+6,408.3%
-5,604.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -1.6% |
| 7D | -1.6% | -8.6% | +7.0% | -0.8% |
| 30D | +9.4% | +0.1% | +9.3% | +9.4% |
| 3M | +5.0% | +3.8% | +1.1% | +4.4% |
| 6M | -3.5% | -13.5% | +10.0% | -2.6% |
| YTD | +4.5% | -17.7% | +22.1% | +5.7% |
| 1Y | +67.8% | -25.6% | +93.4% | +71.0% |
| 3Y | +196.7% | -12.1% | +208.8% | +195.9% |
| 5Y | +151.9% | -33.8% | +185.7% | +154.7% |
| 10Y | +202.2% | +45.1% | +157.0% | +183.8% |
| All | +803.7% | +6,408.3% | -5,604.5% | +723.9% |
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