-28.9%
EFX vs COMP
-14.2%
-14.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.4% |
| 7D | -2.0% | +2.2% | -4.2% | -2.6% |
| 30D | +27.9% | +16.3% | +11.6% | +24.2% |
| 3M | +3.8% | -19.1% | +23.0% | +7.0% |
| 6M | +13.0% | +17.1% | -4.1% | +8.7% |
| YTD | -12.4% | -2.9% | -9.4% | -14.1% |
| 1Y | -10.4% | +8.8% | -19.2% | -13.9% |
| 3Y | +4.4% | +423.5% | -419.0% | -26.1% |
| 5Y | -28.9% | -10.5% | -18.4% | -40.6% |
| All | -28.9% | -14.2% | -14.6% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling