-36.6%
EFX vs BB
-25.5%
-11.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.8% |
| 7D | -9.4% | +1.8% | -11.2% | -9.7% |
| 30D | -6.9% | -12.2% | +5.3% | -5.1% |
| 3M | +0.1% | -12.3% | +12.5% | +0.1% |
| 6M | -17.3% | +122.7% | -140.0% | -32.2% |
| YTD | -21.8% | +104.5% | -126.3% | -34.8% |
| 1Y | -32.5% | +106.7% | -139.2% | -44.4% |
| 3Y | -12.3% | +70.0% | -82.3% | -29.2% |
| 5Y | -36.6% | -27.8% | -8.8% | -41.3% |
| All | -36.6% | -25.5% | -11.1% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling