+48.3%
D vs EFX
+69.3%
-21.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | +10.9% | +29.1% | -18.2% | +4.6% |
| 3M | +2.8% | +4.3% | -1.4% | +1.5% |
| 6M | +12.7% | +7.7% | +5.0% | +9.8% |
| YTD | +20.3% | -12.5% | +32.8% | +21.9% |
| 1Y | +17.1% | -8.8% | +26.0% | +17.4% |
| 3Y | +75.1% | +4.3% | +70.8% | +65.0% |
| 5Y | +13.1% | -29.4% | +42.5% | +15.4% |
| 10Y | +48.3% | +78.1% | -29.9% | +11.0% |
| All | +48.3% | +69.3% | -21.1% | +11.0% |
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