+518.1%
BE vs EFX
-29.6%
+547.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.1% | +12.9% | +12.9% |
| 7D | +4.5% | -2.0% | +6.5% | +5.1% |
| 30D | -20.1% | +27.9% | -48.0% | -27.4% |
| 3M | -0.8% | +3.8% | -4.7% | -3.8% |
| 6M | -26.2% | +13.0% | -39.2% | -33.9% |
| YTD | +141.1% | -12.4% | +153.5% | +139.9% |
| 1Y | +64.8% | -10.4% | +75.2% | +61.3% |
| 3Y | +1,887.4% | +4.4% | +1,882.9% | +1,314.5% |
| 5Y | +518.1% | -28.9% | +547.0% | +482.1% |
| All | +518.1% | -29.6% | +547.7% | +482.1% |
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