+208.8%
C vs EFX
+69.3%
+139.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.4% | +0.3% | -0.6% | -0.5% |
| 30D | -5.2% | +29.1% | -34.3% | -14.4% |
| 3M | -9.1% | +4.3% | -13.4% | -11.5% |
| 6M | -1.6% | +7.7% | -9.3% | -6.6% |
| YTD | +6.9% | -12.5% | +19.4% | +9.1% |
| 1Y | +23.0% | -8.8% | +31.8% | +23.2% |
| 3Y | +216.1% | +4.3% | +211.8% | +184.5% |
| 5Y | +112.2% | -29.4% | +141.6% | +120.5% |
| 10Y | +208.8% | +78.1% | +130.7% | +98.3% |
| All | +208.8% | +69.3% | +139.4% | +98.3% |
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