-25.6%
EFX vs S
+10.1%
-35.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.5% |
| 7D | -8.6% | -7.7% | -0.9% | -6.9% |
| 30D | +0.1% | -5.3% | +5.4% | +0.8% |
| 3M | +3.8% | +20.3% | -16.4% | -2.8% |
| 6M | -13.5% | +47.4% | -60.9% | -24.6% |
| YTD | -17.7% | +32.5% | -50.2% | -27.0% |
| 1Y | -25.6% | +9.5% | -35.1% | -32.5% |
| All | -25.6% | +10.1% | -35.7% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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