+15.2%
D vs EFX
-31.2%
+46.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | +3.0% | +2.7% | +0.3% | +2.5% |
| 30D | +11.5% | +33.1% | -21.6% | +6.1% |
| 3M | +3.7% | +8.2% | -4.4% | +2.0% |
| 6M | +13.5% | +10.2% | +3.4% | +10.9% |
| YTD | +20.7% | -11.8% | +32.6% | +22.0% |
| 1Y | +18.2% | -6.1% | +24.3% | +17.8% |
| 3Y | +73.3% | +7.5% | +65.8% | +64.8% |
| All | +15.2% | -31.2% | +46.4% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling