+41.0%
EFX vs AR
+43.0%
-2.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -9.4% | -1.2% | -8.2% | -9.3% |
| 30D | -6.9% | +5.5% | -12.4% | -7.3% |
| 3M | +0.1% | +12.9% | -12.7% | -1.1% |
| 6M | -17.3% | +0.1% | -17.4% | -17.6% |
| YTD | -21.8% | +13.5% | -35.4% | -23.1% |
| 1Y | -32.5% | +21.6% | -54.1% | -34.2% |
| 3Y | -12.3% | +46.0% | -58.3% | -16.8% |
| 5Y | -36.6% | +143.7% | -180.4% | -42.8% |
| 10Y | +41.0% | +44.3% | -3.3% | +24.7% |
| All | +41.0% | +43.0% | -2.0% | +24.7% |
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