+7.8%
D vs EFX
-33.8%
+41.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +5.9% | +0.6% |
| 7D | +1.5% | -8.6% | +10.1% | +2.9% |
| 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% | +18.5% |
| 1Y | +18.1% | -25.6% | +43.7% | +22.9% |
| 3Y | +58.4% | -12.1% | +70.5% | +56.5% |
| All | +7.8% | -33.8% | +41.6% | +6.1% |
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