-6.7%
EFX vs A
+24.4%
-31.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +9.2% | -2.4% | +11.6% | +9.7% |
| 30D | +34.8% | +3.6% | +31.2% | +33.6% |
| 3M | +8.8% | +27.5% | -18.6% | +2.7% |
| 6M | +12.3% | +58.5% | -46.2% | -0.1% |
| YTD | -10.6% | +31.2% | -41.8% | -14.4% |
| 1Y | -6.7% | +22.2% | -28.9% | -8.2% |
| All | -6.7% | +24.4% | -31.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling