+131.6%
C vs EFX
-35.1%
+166.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.2% |
| 7D | +3.2% | -7.8% | +11.0% | +5.6% |
| 30D | +1.3% | -5.7% | +7.0% | +2.7% |
| 3M | +3.1% | +2.5% | +0.6% | +1.1% |
| 6M | +29.6% | -16.7% | +46.3% | +35.4% |
| YTD | +19.0% | -20.2% | +39.1% | +25.5% |
| 1Y | +45.6% | -31.4% | +77.0% | +61.2% |
| 3Y | +269.3% | -10.5% | +279.8% | +258.4% |
| 5Y | +131.6% | -35.2% | +166.8% | +137.5% |
| All | +131.6% | -35.1% | +166.6% | +137.5% |
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