+39.7%
EFX vs USFR
+28.1%
+11.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.5% | +0.1% | -4.7% | -4.5% |
| 30D | -6.1% | +0.4% | -6.4% | -6.0% |
| 3M | +6.2% | +1.0% | +5.2% | +6.3% |
| 6M | -11.2% | +2.0% | -13.2% | -11.0% |
| YTD | -21.4% | +2.8% | -24.2% | -21.1% |
| 1Y | -34.3% | +4.1% | -38.4% | -34.0% |
| 3Y | -12.5% | +14.1% | -26.7% | -10.4% |
| 5Y | -35.6% | +20.6% | -56.1% | -33.5% |
| All | +39.7% | +28.1% | +11.5% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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