+444.5%
EFX vs BR
+1,281.7%
-837.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -1.9% |
| 7D | -9.4% | -5.0% | -4.4% | -6.6% |
| 30D | -6.9% | -2.5% | -4.4% | -5.4% |
| 3M | +0.1% | +13.5% | -13.4% | -6.4% |
| 6M | -17.3% | -9.4% | -7.9% | -12.6% |
| YTD | -21.8% | -23.3% | +1.4% | -9.6% |
| 1Y | -32.5% | -31.6% | -0.9% | -16.9% |
| 3Y | -12.3% | -5.1% | -7.3% | -9.4% |
| 5Y | -36.6% | +8.2% | -44.8% | -39.2% |
| 10Y | +41.0% | +189.8% | -148.8% | -19.0% |
| All | +444.5% | +1,281.7% | -837.2% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling