+1,484.3%
EFX vs A
+543.3%
+941.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +25.1% | 0.0% | +25.1% | +24.9% |
| 3M | +1.7% | +16.7% | -15.0% | -2.9% |
| 6M | +18.4% | +54.8% | -36.5% | +4.0% |
| YTD | -12.5% | +28.8% | -41.3% | -19.3% |
| 1Y | -8.1% | +19.3% | -27.4% | -13.5% |
| 3Y | +4.8% | +65.5% | -60.7% | -10.4% |
| 5Y | -30.1% | +12.1% | -42.2% | -34.0% |
| 10Y | +81.5% | +305.4% | -223.9% | +24.7% |
| All | +1,484.3% | +543.3% | +941.0% | +680.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling