+10.2%
EFX vs AR
-4.6%
+14.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | +2.7% | -14.3% | +17.0% | +2.5% |
| 30D | +33.1% | +1.4% | +31.7% | +32.0% |
| 3M | +8.2% | +3.4% | +4.8% | +7.6% |
| 6M | +10.2% | -2.1% | +12.2% | +8.9% |
| All | +10.2% | -4.6% | +14.7% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling