+40.9%
D vs EFX
+41.4%
-0.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.3% |
| 7D | +0.8% | -7.8% | +8.6% | +2.6% |
| 30D | -0.7% | -5.7% | +5.0% | +0.4% |
| 3M | +2.1% | +2.5% | -0.4% | +0.9% |
| 6M | +6.8% | -16.7% | +23.5% | +10.3% |
| YTD | +16.5% | -20.2% | +36.7% | +20.9% |
| 1Y | +19.2% | -31.4% | +50.5% | +27.9% |
| 3Y | +61.9% | -10.5% | +72.4% | +58.3% |
| 5Y | +6.5% | -35.2% | +41.8% | +10.7% |
| All | +40.9% | +41.4% | -0.6% | +10.7% |
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