+2,351.9%
D vs EFX
+6,825.8%
-4,474.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -2.0% | -0.4% | -2.1% |
| 30D | +9.0% | +27.9% | -18.9% | +4.2% |
| 3M | +1.0% | +3.8% | -2.9% | -0.1% |
| 6M | +11.0% | +13.0% | -2.0% | +7.8% |
| YTD | +19.8% | -12.4% | +32.2% | +20.9% |
| 1Y | +16.0% | -10.4% | +26.3% | +16.5% |
| 3Y | +74.4% | +4.4% | +69.9% | +67.9% |
| 5Y | +13.5% | -28.9% | +42.4% | +15.1% |
| 10Y | +48.4% | +81.7% | -33.4% | +24.9% |
| All | +2,351.9% | +6,825.8% | -4,474.0% | +1,328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling