-25.8%
EFX vs Q
+75.4%
-101.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.1% |
| 7D | -11.1% | +4.1% | -15.2% | -10.9% |
| 30D | -7.4% | -10.7% | +3.4% | -7.8% |
| 3M | +1.5% | -11.7% | +13.2% | +0.1% |
| 6M | -13.7% | +8.3% | -22.0% | -18.0% |
| YTD | -21.9% | +51.3% | -73.2% | -28.3% |
| All | -25.8% | +75.4% | -101.2% | -31.0% |
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