-21.8%
EFX vs Q
+71.3%
-93.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -6.3% |
| 7D | -8.6% | +0.2% | -8.9% | -8.6% |
| 30D | +0.1% | -11.1% | +11.2% | -0.5% |
| 3M | +3.8% | -22.1% | +26.0% | +3.1% |
| 6M | -13.5% | +0.5% | -14.0% | -17.4% |
| YTD | -17.7% | +47.8% | -65.5% | -24.6% |
| All | -21.8% | +71.3% | -93.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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