-11.1%
EFX vs COMP
+215.9%
-227.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.5% |
| 7D | -8.6% | +1.4% | -10.0% | -8.9% |
| 30D | +0.1% | -13.3% | +13.4% | +2.7% |
| 3M | +3.8% | +41.1% | -37.3% | -3.2% |
| 6M | -13.5% | +17.2% | -30.7% | -17.5% |
| YTD | -17.7% | +5.2% | -22.9% | -20.0% |
| 1Y | -25.6% | +18.9% | -44.5% | -29.8% |
| All | -11.1% | +215.9% | -227.0% | -35.2% |
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