-13.0%
EFX vs USFR
+14.0%
-27.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -9.4% | +0.1% | -9.4% | -9.5% |
| 30D | -6.9% | +0.3% | -7.2% | -7.4% |
| 3M | +0.1% | +1.0% | -0.9% | -1.7% |
| 6M | -17.3% | +1.9% | -19.3% | -19.6% |
| YTD | -21.8% | +2.7% | -24.5% | -24.8% |
| 1Y | -32.5% | +4.0% | -36.5% | -36.3% |
| All | -13.0% | +14.0% | -27.0% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling