+232.1%
EFX vs AR
-27.2%
+259.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.3% |
| 7D | -8.6% | +2.5% | -11.1% | -8.8% |
| 30D | +0.1% | +14.8% | -14.7% | -1.1% |
| 3M | +3.8% | +6.2% | -2.4% | +3.2% |
| 6M | -13.5% | +4.3% | -17.8% | -14.2% |
| YTD | -17.7% | +14.4% | -32.0% | -19.1% |
| 1Y | -25.6% | +21.3% | -46.9% | -27.4% |
| 3Y | -12.1% | +39.8% | -51.9% | -16.2% |
| 5Y | -33.8% | +142.1% | -175.9% | -40.2% |
| 10Y | +45.1% | +52.0% | -6.9% | +24.3% |
| All | +232.1% | -27.2% | +259.4% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling