+972.7%
EFX vs BB
+314.8%
+657.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.0% |
| 7D | -0.8% | +1.8% | -2.6% | -1.0% |
| 30D | +25.1% | +8.1% | +17.0% | +23.7% |
| 3M | +1.7% | -1.0% | +2.7% | +1.0% |
| 6M | +18.4% | +45.9% | -27.5% | +11.6% |
| YTD | -12.5% | +134.8% | -147.3% | -21.7% |
| 1Y | -8.1% | +104.6% | -112.7% | -16.7% |
| 3Y | +4.8% | +152.8% | -148.1% | -9.7% |
| 5Y | -30.1% | -17.4% | -12.7% | -34.1% |
| 10Y | +81.5% | +22.4% | +59.0% | +49.0% |
| All | +972.7% | +314.8% | +657.9% | +542.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling