-16.9%
EFX vs Q
+68.3%
-85.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.3% |
| 7D | -0.8% | +1.2% | -1.9% | -0.6% |
| 30D | +25.1% | -2.7% | +27.8% | +25.3% |
| 3M | +1.7% | -16.9% | +18.6% | +1.1% |
| 6M | +18.4% | -26.9% | +45.2% | +18.1% |
| YTD | -12.5% | +45.2% | -57.7% | -19.7% |
| 1Y | -8.1% | +38.1% | -46.2% | -15.7% |
| All | -16.9% | +68.3% | -85.2% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling