-9.3%
EFX vs Q
+27.2%
-36.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -1.2% |
| 7D | -3.6% | +11.5% | -15.1% | -2.3% |
| 30D | +25.3% | -0.2% | +25.5% | +25.9% |
| 3M | +3.8% | -13.6% | +17.4% | +3.5% |
| 6M | +12.7% | -27.0% | +39.8% | +13.2% |
| YTD | -13.1% | +50.5% | -63.7% | -19.1% |
| 1Y | -9.3% | +33.8% | -43.1% | -14.0% |
| All | -9.3% | +27.2% | -36.6% | -14.0% |
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 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