-31.4%
EFX vs AR
+17.5%
-48.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -3.1% |
| 7D | -7.8% | -1.8% | -6.0% | -7.8% |
| 30D | -5.7% | +12.6% | -18.3% | -5.6% |
| 3M | +2.5% | +10.0% | -7.5% | +2.6% |
| 6M | -16.7% | +0.6% | -17.3% | -17.0% |
| YTD | -20.2% | +13.4% | -33.6% | -21.1% |
| 1Y | -31.4% | +21.7% | -53.1% | -33.6% |
| All | -31.4% | +17.5% | -48.8% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling