+1,227.8%
BE vs EFX
-36.4%
+1,264.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.1% |
| 7D | +23.9% | -9.4% | +33.3% | +28.2% |
| 30D | +27.8% | -6.9% | +34.7% | +30.3% |
| 3M | +3.7% | +0.1% | +3.6% | -1.5% |
| 6M | +78.0% | -17.3% | +95.3% | +84.5% |
| YTD | +209.9% | -21.8% | +231.7% | +224.5% |
| 1Y | +389.6% | -32.5% | +422.1% | +459.9% |
| 3Y | +1,730.6% | -12.3% | +1,742.9% | +1,361.8% |
| 5Y | +1,227.8% | -36.6% | +1,264.4% | +1,419.4% |
| All | +1,227.8% | -36.4% | +1,264.2% | +1,419.4% |
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