+7.5%
EFX vs COMP
-52.0%
+59.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -0.8% | 0.0% | -0.8% | -0.9% |
| 30D | +25.1% | +16.6% | +8.6% | +21.7% |
| 3M | +1.7% | -23.5% | +25.2% | +5.5% |
| 6M | +18.4% | +25.7% | -7.4% | +12.9% |
| YTD | -12.5% | -3.4% | -9.1% | -14.1% |
| 1Y | -8.1% | +7.6% | -15.7% | -11.3% |
| 3Y | +4.8% | +423.6% | -418.8% | -24.1% |
| 5Y | -30.1% | -10.6% | -19.5% | -45.3% |
| All | +7.5% | -52.0% | +59.5% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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