-27.6%
EFX vs AS
+120.4%
-148.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.6% | -9.9% | -7.1% |
| 7D | -8.6% | -4.9% | -3.7% | -7.8% |
| 30D | +0.1% | -19.6% | +19.7% | +4.3% |
| 3M | +3.8% | -14.4% | +18.2% | +6.8% |
| 6M | -13.5% | -20.1% | +6.6% | -10.2% |
| YTD | -17.7% | -20.9% | +3.3% | -14.4% |
| 1Y | -25.6% | -21.9% | -3.7% | -22.7% |
| All | -27.6% | +120.4% | -148.0% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling