-31.4%
EFX vs FIVE
+65.4%
-96.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.1% |
| 7D | -7.8% | +3.7% | -11.5% | -8.1% |
| 30D | -5.7% | +4.0% | -9.7% | -6.1% |
| 3M | +2.5% | +36.2% | -33.7% | -0.7% |
| 6M | -16.7% | +18.0% | -34.7% | -18.0% |
| YTD | -20.2% | +34.9% | -55.1% | -22.5% |
| 1Y | -31.4% | +67.9% | -99.3% | -34.0% |
| All | -31.4% | +65.4% | -96.7% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling