-8.1%
EFX vs Q
+29.7%
-37.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.9% |
| 6M | +18.4% | -26.9% | +45.2% | +17.8% |
| YTD | -12.5% | +45.2% | -57.7% | -18.9% |
| 1Y | -8.1% | +38.1% | -46.2% | -14.2% |
| All | -8.1% | +29.7% | -37.8% | -14.2% |
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