+8.3%
EFX vs COMP
-52.0%
+60.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.7% | -12.9% | -3.9% |
| 7D | +2.7% | +13.4% | -10.7% | +0.4% |
| 30D | +33.1% | +11.1% | +22.0% | +30.5% |
| 3M | +8.2% | -18.8% | +27.0% | +11.3% |
| 6M | +10.2% | +10.5% | -0.3% | +7.2% |
| YTD | -11.8% | -3.4% | -8.4% | -13.3% |
| 1Y | -6.1% | +19.7% | -25.8% | -10.8% |
| 3Y | +7.5% | +381.6% | -374.1% | -21.2% |
| 5Y | -30.7% | -17.6% | -13.1% | -45.7% |
| All | +8.3% | -52.0% | +60.3% | -17.5% |
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