+349.2%
EFX vs FIVE
+822.5%
-473.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | +33.1% | +17.7% | +15.5% | +28.8% |
| 3M | +8.2% | +4.0% | +4.2% | +7.0% |
| 6M | +10.2% | +2.6% | +7.5% | +8.6% |
| YTD | -11.8% | +27.6% | -39.4% | -17.1% |
| 1Y | -6.1% | +59.9% | -66.0% | -15.6% |
| 3Y | +7.5% | +35.8% | -28.3% | -5.6% |
| 5Y | -30.7% | +14.4% | -45.1% | -38.6% |
| 10Y | +68.7% | +576.1% | -507.4% | +11.8% |
| All | +349.2% | +822.5% | -473.2% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling