+286.5%
C vs EFX
+40.1%
+246.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.4% |
| 7D | +3.2% | -7.8% | +11.0% | +6.3% |
| 30D | +1.3% | -5.7% | +7.0% | +3.1% |
| 3M | +3.1% | +2.5% | +0.6% | +0.5% |
| 6M | +29.6% | -16.7% | +46.3% | +36.5% |
| YTD | +19.0% | -20.2% | +39.1% | +26.6% |
| 1Y | +45.6% | -31.4% | +77.0% | +64.2% |
| 3Y | +269.3% | -10.5% | +279.8% | +256.2% |
| 5Y | +131.6% | -35.2% | +166.8% | +149.2% |
| 10Y | +286.5% | +40.2% | +246.4% | +179.4% |
| All | +286.5% | +40.1% | +246.5% | +179.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling