+786.3%
EFX vs BG
+1,181.2%
-394.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -9.4% | +0.5% | -9.9% | -9.5% |
| 30D | -6.9% | +10.3% | -17.2% | -9.0% |
| 3M | +0.1% | -1.9% | +2.0% | +0.1% |
| 6M | -17.3% | +5.2% | -22.6% | -18.9% |
| YTD | -21.8% | +41.2% | -63.0% | -28.6% |
| 1Y | -32.5% | +50.5% | -83.1% | -39.5% |
| 3Y | -12.3% | +19.9% | -32.2% | -18.3% |
| 5Y | -36.6% | +86.7% | -123.3% | -47.8% |
| 10Y | +41.0% | +167.5% | -126.5% | +1.2% |
| All | +786.3% | +1,181.2% | -394.9% | +388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling