+3,893.3%
EFX vs IT
+6,296.6%
-2,403.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | +25.1% | -1.8% | +27.0% | +25.6% |
| 3M | +1.7% | +4.8% | -3.2% | +0.4% |
| 6M | +18.4% | +33.0% | -14.6% | +10.0% |
| YTD | -12.5% | -23.8% | +11.3% | -8.4% |
| 1Y | -8.1% | -16.5% | +8.4% | -5.7% |
| 3Y | +4.8% | -53.6% | +58.4% | +20.5% |
| 5Y | -30.1% | -42.1% | +12.0% | -23.5% |
| 10Y | +81.5% | +90.1% | -8.6% | +55.2% |
| All | +3,893.3% | +6,296.6% | -2,403.3% | +1,993.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling