-35.2%
EFX vs S
-72.3%
+37.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.6% |
| 7D | -7.8% | -5.8% | -2.0% | -6.7% |
| 30D | -5.7% | -9.2% | +3.5% | -4.2% |
| 3M | +2.5% | +23.4% | -20.8% | -2.6% |
| 6M | -16.7% | +36.9% | -53.6% | -23.0% |
| YTD | -20.2% | +29.5% | -49.7% | -25.5% |
| 1Y | -31.4% | +5.4% | -36.8% | -33.6% |
| 3Y | -10.5% | +14.7% | -25.2% | -17.6% |
| 5Y | -35.2% | -71.5% | +36.3% | -31.8% |
| All | -35.2% | -72.3% | +37.1% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling