-18.8%
EFX vs S
-51.5%
+32.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | +0.3% |
| 7D | -3.6% | +4.1% | -7.7% | -4.5% |
| 30D | +25.3% | -7.2% | +32.5% | +26.2% |
| 3M | +3.8% | 0.0% | +3.8% | +2.3% |
| 6M | +12.7% | +41.6% | -28.9% | +3.2% |
| YTD | -13.1% | +48.6% | -61.7% | -21.6% |
| 1Y | -9.3% | +30.0% | -39.4% | -16.4% |
| 3Y | +3.5% | +42.2% | -38.6% | -8.7% |
| 5Y | -30.6% | -70.8% | +40.2% | -32.0% |
| All | -18.8% | -51.5% | +32.8% | -19.5% |
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 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