-35.3%
EFX vs A
-15.0%
-20.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -1.8% |
| 7D | -7.8% | -2.1% | -5.8% | -6.9% |
| 30D | -5.7% | +0.6% | -6.3% | -6.1% |
| 3M | +2.5% | +10.9% | -8.4% | -3.0% |
| 6M | -16.7% | +28.2% | -44.8% | -27.6% |
| YTD | -20.2% | +8.6% | -28.8% | -24.5% |
| 1Y | -31.4% | +15.5% | -46.9% | -37.6% |
| 3Y | -10.5% | +31.8% | -42.3% | -27.3% |
| All | -35.3% | -15.0% | -20.3% | -35.8% |
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