+1,163.5%
C vs EFX
+6,408.3%
-5,244.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +2.9% |
| 7D | +3.6% | -8.6% | +12.3% | +8.3% |
| 30D | +0.1% | +0.1% | 0.0% | -0.6% |
| 3M | +2.4% | +3.8% | -1.4% | -1.7% |
| 6M | +24.9% | -13.5% | +38.4% | +30.5% |
| YTD | +19.8% | -17.7% | +37.5% | +27.0% |
| 1Y | +44.9% | -25.6% | +70.4% | +60.6% |
| 3Y | +263.0% | -12.1% | +275.1% | +250.7% |
| 5Y | +129.5% | -33.8% | +163.3% | +146.2% |
| 10Y | +291.6% | +45.1% | +246.5% | +154.7% |
| All | +1,163.5% | +6,408.3% | -5,244.7% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling