-30.8%
EFX vs GEN
+3.4%
-34.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -11.1% | -4.4% | -6.8% | -8.7% |
| 30D | -7.4% | +3.7% | -11.1% | -9.3% |
| 3M | +1.5% | +22.2% | -20.8% | -9.2% |
| 6M | -13.7% | +38.9% | -52.6% | -26.9% |
| YTD | -21.9% | +11.9% | -33.7% | -22.0% |
| 1Y | -30.8% | +4.5% | -35.3% | -26.8% |
| All | -30.8% | +3.4% | -34.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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