-25.8%
EFX vs Q
+78.4%
-104.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.8% | -1.9% |
| 7D | -9.4% | +6.6% | -16.0% | -9.0% |
| 30D | -6.9% | -6.6% | -0.3% | -7.2% |
| 3M | +0.1% | -13.2% | +13.4% | -0.9% |
| 6M | -17.3% | +9.9% | -27.3% | -21.4% |
| YTD | -21.8% | +53.9% | -75.8% | -28.2% |
| All | -25.8% | +78.4% | -104.2% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling