-30.7%
EFX vs IT
-42.2%
+11.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | +25.1% | -1.8% | +27.0% | +25.8% |
| 3M | +1.7% | +4.8% | -3.2% | -1.3% |
| 6M | +18.4% | +33.0% | -14.6% | +0.8% |
| YTD | -12.5% | -23.8% | +11.3% | -4.7% |
| 1Y | -8.1% | -16.5% | +8.4% | -4.1% |
| 3Y | +4.8% | -53.6% | +58.4% | +41.6% |
| All | -30.7% | -42.2% | +11.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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