-26.9%
EFX vs S
-57.7%
+30.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -9.4% | -1.2% | -8.2% | -9.2% |
| 30D | -6.9% | -12.6% | +5.7% | -4.8% |
| 3M | +0.1% | +27.6% | -27.4% | -5.2% |
| 6M | -17.3% | +35.5% | -52.8% | -23.1% |
| YTD | -21.8% | +29.6% | -51.4% | -26.8% |
| 1Y | -32.5% | +8.1% | -40.7% | -34.9% |
| 3Y | -12.3% | +14.8% | -27.1% | -18.8% |
| 5Y | -36.6% | -70.6% | +33.9% | -35.7% |
| All | -26.9% | -57.7% | +30.9% | -24.7% |
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