+64.7%
D vs EFX
-10.5%
+75.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +5.9% | +0.6% |
| 7D | +1.5% | -8.6% | +10.1% | +2.8% |
| 30D | -2.6% | +0.1% | -2.7% | -2.7% |
| 3M | 0.0% | +3.8% | -3.8% | -1.0% |
| 6M | +7.4% | -13.5% | +20.9% | +9.3% |
| YTD | +15.9% | -17.7% | +33.5% | +18.6% |
| 1Y | +18.1% | -25.6% | +43.7% | +23.2% |
| All | +64.7% | -10.5% | +75.3% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling