-36.6%
EFX vs GEN
+20.0%
-56.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -9.4% | -2.9% | -6.5% | -8.1% |
| 30D | -6.9% | +2.1% | -8.9% | -7.8% |
| 3M | +0.1% | +19.7% | -19.6% | -7.5% |
| 6M | -17.3% | +33.3% | -50.6% | -27.6% |
| YTD | -21.8% | +11.1% | -32.9% | -25.8% |
| 1Y | -32.5% | +3.0% | -35.5% | -34.0% |
| 3Y | -12.3% | +57.9% | -70.2% | -28.3% |
| 5Y | -36.6% | +20.6% | -57.2% | -44.9% |
| All | -36.6% | +20.0% | -56.6% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling