+4.3%
EFX vs COMP
+423.0%
-418.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.4% | +1.4% |
| 7D | +0.3% | +7.2% | -6.9% | -1.5% |
| 30D | +29.1% | +6.4% | +22.7% | +27.0% |
| 3M | +4.3% | -19.4% | +23.7% | +7.8% |
| 6M | +7.7% | +14.6% | -6.8% | +3.5% |
| YTD | -12.5% | -5.5% | -7.0% | -13.8% |
| 1Y | -8.8% | +13.7% | -22.5% | -13.3% |
| 3Y | +4.3% | +409.7% | -405.4% | -27.9% |
| All | +4.3% | +423.0% | -418.7% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling