-35.8%
EFX vs BR
+8.0%
-43.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -4.5% | -3.0% | -1.6% | -2.3% |
| 30D | -6.1% | -0.3% | -5.8% | -5.7% |
| 3M | +6.2% | +17.3% | -11.1% | -5.8% |
| 6M | -11.2% | -6.7% | -4.5% | -6.8% |
| YTD | -21.4% | -23.4% | +2.0% | -4.2% |
| 1Y | -34.3% | -32.7% | -1.6% | -11.7% |
| 3Y | -12.5% | -5.9% | -6.6% | -9.8% |
| All | -35.8% | +8.0% | -43.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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