-13.0%
EFX vs A
+28.1%
-41.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -11.1% | -4.6% | -6.6% | -9.4% |
| 30D | -7.4% | -4.3% | -3.1% | -5.8% |
| 3M | +1.5% | +8.9% | -7.5% | -2.4% |
| 6M | -13.7% | +24.5% | -38.2% | -22.6% |
| YTD | -21.9% | +5.8% | -27.7% | -24.3% |
| 1Y | -30.8% | +16.2% | -47.0% | -36.4% |
| All | -13.0% | +28.1% | -41.1% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling