-13.5%
EFX vs S
+49.9%
-63.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.5% |
| 7D | -8.6% | -7.7% | -0.9% | -7.1% |
| 30D | +0.1% | -5.3% | +5.4% | +0.6% |
| 3M | +3.8% | +20.3% | -16.4% | -3.4% |
| 6M | -13.5% | +47.4% | -60.9% | -26.9% |
| All | -13.5% | +49.9% | -63.4% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling