+4.8%
EFX vs AR
+48.6%
-43.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.8% | +7.4% | -8.1% | -1.6% |
| 30D | +25.1% | +5.8% | +19.4% | +24.1% |
| 3M | +1.7% | +5.2% | -3.6% | +0.8% |
| 6M | +18.4% | +5.4% | +12.9% | +17.1% |
| YTD | -12.5% | +12.4% | -24.9% | -15.0% |
| 1Y | -8.1% | +12.8% | -20.9% | -10.9% |
| 3Y | +4.8% | +47.2% | -42.4% | -3.0% |
| All | +4.8% | +48.6% | -43.8% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling