-10.5%
EFX vs GEN
+57.7%
-68.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.3% | -1.7% |
| 7D | -7.8% | -0.7% | -7.1% | -7.4% |
| 30D | -5.7% | +2.6% | -8.4% | -7.0% |
| 3M | +2.5% | +15.8% | -13.3% | -4.8% |
| 6M | -16.7% | +33.1% | -49.8% | -28.0% |
| YTD | -20.2% | +11.3% | -31.5% | -24.6% |
| 1Y | -31.4% | +1.7% | -33.0% | -32.4% |
| 3Y | -10.5% | +58.1% | -68.6% | -31.2% |
| All | -10.5% | +57.7% | -68.2% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling