-23.7%
EFX vs AS
+125.3%
-149.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.3% |
| 7D | -3.6% | -3.6% | 0.0% | -3.0% |
| 30D | +25.3% | +3.4% | +21.9% | +24.4% |
| 3M | +3.8% | -8.6% | +12.4% | +5.4% |
| 6M | +12.7% | -10.0% | +22.8% | +14.7% |
| YTD | -13.1% | -19.2% | +6.0% | -10.2% |
| 1Y | -9.3% | -3.8% | -5.5% | -9.3% |
| All | -23.7% | +125.3% | -149.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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