-29.0%
EFX vs A
+15.0%
-44.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | +0.3% | +1.4% | -1.1% | -0.5% |
| 30D | +29.1% | +4.3% | +24.8% | +26.1% |
| 3M | +4.3% | +19.8% | -15.5% | -5.2% |
| 6M | +7.7% | +54.4% | -46.6% | -14.7% |
| YTD | -12.5% | +31.7% | -44.2% | -25.0% |
| 1Y | -8.8% | +22.4% | -31.3% | -18.9% |
| 3Y | +4.3% | +67.7% | -63.3% | -25.5% |
| All | -29.0% | +15.0% | -44.0% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling