-18.2%
EFX vs S
-51.7%
+33.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.8% | +2.0% | -2.8% | -1.3% |
| 30D | +25.1% | -2.7% | +27.8% | +25.0% |
| 3M | +1.7% | -6.9% | +8.5% | +1.6% |
| 6M | +18.4% | +38.1% | -19.7% | +8.9% |
| YTD | -12.5% | +48.0% | -60.5% | -21.0% |
| 1Y | -8.1% | +34.5% | -42.5% | -15.8% |
| 3Y | +4.8% | +38.3% | -33.5% | -7.1% |
| 5Y | -30.1% | -70.9% | +40.8% | -31.5% |
| All | -18.2% | -51.7% | +33.6% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling