-25.6%
EFX vs NTR
+43.1%
-68.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -6.6% |
| 7D | -8.6% | +8.1% | -16.7% | -7.7% |
| 30D | +0.1% | +18.8% | -18.6% | +2.4% |
| 3M | +3.8% | +16.2% | -12.4% | +5.8% |
| 6M | -13.5% | +9.8% | -23.3% | -12.6% |
| YTD | -17.7% | +30.9% | -48.5% | -16.0% |
| 1Y | -25.6% | +41.8% | -67.3% | -22.8% |
| All | -25.6% | +43.1% | -68.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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