+49.1%
D vs EFX
+80.5%
-31.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | +7.7% | +25.1% | -17.4% | +2.3% |
| 3M | -0.3% | +1.7% | -1.9% | -1.1% |
| 6M | +10.1% | +18.4% | -8.3% | +5.0% |
| YTD | +19.1% | -12.5% | +31.6% | +20.7% |
| 1Y | +15.9% | -8.1% | +24.0% | +15.9% |
| 3Y | +75.0% | +4.8% | +70.2% | +64.7% |
| 5Y | +13.4% | -30.1% | +43.5% | +16.0% |
| All | +49.1% | +80.5% | -31.4% | +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