+3,033.3%
EQT vs EFX
+6,077.1%
-3,043.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.2% | -11.1% | +10.0% | +1.6% |
| 30D | +1.1% | -7.4% | +8.5% | +2.8% |
| 3M | +4.8% | +1.5% | +3.3% | +3.6% |
| 6M | -10.6% | -13.7% | +3.1% | -8.6% |
| YTD | +3.4% | -21.9% | +25.3% | +7.6% |
| 1Y | +8.7% | -30.8% | +39.5% | +16.2% |
| 3Y | +35.0% | -12.4% | +47.3% | +33.0% |
| 5Y | +204.2% | -35.9% | +240.2% | +218.3% |
| 10Y | +52.5% | +41.0% | +11.5% | +25.6% |
| All | +3,033.3% | +6,077.1% | -3,043.7% | +1,489.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling