+38.9%
EFX vs A
+247.2%
-208.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -11.1% | -4.6% | -6.6% | -9.1% |
| 30D | -7.4% | -4.3% | -3.1% | -5.5% |
| 3M | +1.5% | +8.9% | -7.5% | -3.0% |
| 6M | -13.7% | +24.5% | -38.2% | -23.7% |
| YTD | -21.9% | +5.8% | -27.7% | -25.2% |
| 1Y | -30.8% | +16.2% | -47.0% | -37.2% |
| 3Y | -12.4% | +28.5% | -40.8% | -26.3% |
| 5Y | -35.9% | -16.3% | -19.6% | -34.6% |
| All | +38.9% | +247.2% | -208.3% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling