+47.1%
EQT vs EFX
+42.6%
+4.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -2.0% | -4.5% | +2.6% | -0.9% |
| 30D | 0.0% | -6.1% | +6.1% | +1.4% |
| 3M | +5.9% | +6.2% | -0.3% | +3.5% |
| 6M | -14.8% | -11.2% | -3.6% | -13.4% |
| YTD | +1.8% | -21.4% | +23.2% | +6.1% |
| 1Y | +7.4% | -34.3% | +41.7% | +17.5% |
| 3Y | +33.6% | -12.5% | +46.1% | +30.2% |
| 5Y | +199.3% | -35.6% | +234.9% | +210.2% |
| All | +47.1% | +42.6% | +4.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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