-8.1%
EFX vs BB
+99.6%
-107.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.7% |
| 7D | -0.8% | +1.8% | -2.6% | -0.8% |
| 30D | +25.1% | +8.1% | +17.0% | +24.5% |
| 3M | +1.7% | -1.0% | +2.7% | +1.3% |
| 6M | +18.4% | +45.9% | -27.5% | +6.3% |
| YTD | -12.5% | +134.8% | -147.3% | -31.2% |
| 1Y | -8.1% | +104.6% | -112.7% | -27.6% |
| All | -8.1% | +99.6% | -107.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling