+39.7%
EFX vs TRU
+147.2%
-107.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.1% |
| 7D | -4.5% | -2.7% | -1.8% | -2.8% |
| 30D | -6.1% | -2.0% | -4.0% | -4.7% |
| 3M | +6.2% | +18.4% | -12.2% | -4.2% |
| 6M | -11.2% | +8.9% | -20.1% | -15.6% |
| YTD | -21.4% | -8.9% | -12.5% | -16.4% |
| 1Y | -34.3% | -15.9% | -18.4% | -27.0% |
| 3Y | -12.5% | -1.1% | -11.4% | -17.3% |
| 5Y | -35.6% | -35.2% | -0.4% | -21.6% |
| All | +39.7% | +147.2% | -107.5% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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