-32.5%
EFX vs S
+5.0%
-37.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -9.4% | -1.2% | -8.2% | -9.1% |
| 30D | -6.9% | -12.6% | +5.7% | -4.2% |
| 3M | +0.1% | +27.6% | -27.4% | -7.7% |
| 6M | -17.3% | +35.5% | -52.8% | -26.2% |
| YTD | -21.8% | +29.6% | -51.4% | -30.3% |
| 1Y | -32.5% | +8.1% | -40.7% | -39.0% |
| All | -32.5% | +5.0% | -37.6% | -39.0% |
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