+208.4%
EFX vs USFR
+28.6%
+179.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | +25.1% | +0.4% | +24.8% | +25.0% |
| 3M | +1.7% | +1.1% | +0.6% | +1.4% |
| 6M | +18.4% | +2.0% | +16.3% | +17.8% |
| YTD | -12.5% | +3.5% | -16.0% | -13.2% |
| 1Y | -8.1% | +4.1% | -12.2% | -8.9% |
| 3Y | +4.8% | +14.4% | -9.6% | +1.7% |
| 5Y | -30.1% | +21.4% | -51.5% | -33.2% |
| 10Y | +81.5% | +28.6% | +52.9% | +71.7% |
| All | +208.4% | +28.6% | +179.8% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling