+12.7%
EFX vs A
+55.1%
-42.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.8% |
| 7D | -3.6% | +0.7% | -4.4% | -3.7% |
| 30D | +25.3% | +0.8% | +24.5% | +24.9% |
| 3M | +3.8% | +16.9% | -13.1% | +1.4% |
| 6M | +12.7% | +53.8% | -41.0% | +7.8% |
| All | +12.7% | +55.1% | -42.4% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling