+319.5%
EFX vs FIVE
+868.1%
-548.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.1% | -11.5% | -7.4% |
| 7D | -8.6% | +4.3% | -12.9% | -9.5% |
| 30D | +0.1% | +12.5% | -12.4% | -2.4% |
| 3M | +3.8% | +31.2% | -27.4% | -2.0% |
| 6M | -13.5% | +14.4% | -27.9% | -16.7% |
| YTD | -17.7% | +33.9% | -51.6% | -23.2% |
| 1Y | -25.6% | +65.1% | -90.6% | -33.7% |
| 3Y | -12.1% | +49.0% | -61.1% | -24.2% |
| 5Y | -33.8% | +30.3% | -64.1% | -42.8% |
| 10Y | +45.1% | +481.1% | -436.0% | -2.7% |
| All | +319.5% | +868.1% | -548.6% | +171.8% |
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