-16.9%
EFX vs Q
+75.8%
-92.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.2% |
| 7D | +0.3% | +4.0% | -3.7% | +0.8% |
| 30D | +29.1% | -2.3% | +31.5% | +29.6% |
| 3M | +4.3% | -7.9% | +12.2% | +4.4% |
| 6M | +7.7% | -16.0% | +23.7% | +6.8% |
| YTD | -12.5% | +51.7% | -64.2% | -19.3% |
| 1Y | -8.8% | +28.3% | -37.2% | -14.6% |
| All | -16.9% | +75.8% | -92.7% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling