+39.7%
EFX vs BG
+166.7%
-127.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | -4.5% | +3.1% | -7.7% | -5.2% |
| 30D | -6.1% | +10.2% | -16.3% | -8.1% |
| 3M | +6.2% | -1.7% | +7.9% | +6.2% |
| 6M | -11.2% | +1.0% | -12.2% | -12.0% |
| YTD | -21.4% | +39.9% | -61.3% | -27.9% |
| 1Y | -34.3% | +53.2% | -87.5% | -41.1% |
| 3Y | -12.5% | +16.3% | -28.8% | -17.7% |
| 5Y | -35.6% | +83.9% | -119.4% | -47.0% |
| All | +39.7% | +166.7% | -127.0% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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