-34.3%
EFX vs A
+18.0%
-52.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.1% |
| 7D | -4.5% | -2.6% | -1.9% | -3.9% |
| 30D | -6.1% | -0.9% | -5.2% | -6.0% |
| 3M | +6.2% | +13.6% | -7.4% | +3.0% |
| 6M | -11.2% | +27.8% | -39.0% | -16.5% |
| YTD | -21.4% | +8.6% | -30.0% | -22.4% |
| 1Y | -34.3% | +16.9% | -51.2% | -35.5% |
| All | -34.3% | +18.0% | -52.3% | -35.5% |
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