+78.1%
EFX vs AR
+52.4%
+25.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.1% |
| 7D | +0.3% | -5.8% | +6.0% | +0.8% |
| 30D | +29.1% | +4.8% | +24.3% | +28.4% |
| 3M | +4.3% | +1.5% | +2.8% | +3.9% |
| 6M | +7.7% | +4.7% | +3.0% | +6.9% |
| YTD | -12.5% | +9.2% | -21.7% | -13.8% |
| 1Y | -8.8% | +11.2% | -20.0% | -10.5% |
| 3Y | +4.3% | +46.2% | -41.9% | -1.1% |
| 5Y | -29.4% | +98.1% | -127.4% | -35.4% |
| 10Y | +78.1% | +54.5% | +23.6% | +56.9% |
| All | +78.1% | +52.4% | +25.7% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling