+872.5%
BAX vs EFX
+6,765.9%
-5,893.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | +0.4% | -3.6% | +4.0% | +1.3% |
| 30D | +3.4% | +25.3% | -21.9% | -2.6% |
| 3M | -4.5% | +3.8% | -8.3% | -5.9% |
| 6M | +44.0% | +12.7% | +31.3% | +38.6% |
| YTD | +34.9% | -13.1% | +48.0% | +37.9% |
| 1Y | +37.9% | -9.3% | +47.2% | +39.5% |
| 3Y | -17.1% | +3.5% | -20.6% | -19.7% |
| 5Y | -64.3% | -30.6% | -33.6% | -62.8% |
| 10Y | -35.9% | +80.2% | -116.0% | -48.4% |
| All | +872.5% | +6,765.9% | -5,893.4% | +278.9% |
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