+124.0%
EW vs EFX
+41.8%
+82.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.4% | -11.1% | +7.8% | +0.4% |
| 30D | -7.4% | -7.4% | 0.0% | -5.2% |
| 3M | +0.9% | +1.5% | -0.6% | -0.5% |
| 6M | +1.2% | -13.7% | +14.8% | +4.8% |
| YTD | +1.8% | -21.9% | +23.6% | +8.1% |
| 1Y | +10.8% | -30.8% | +41.6% | +22.3% |
| 3Y | +17.1% | -12.4% | +29.5% | +12.4% |
| 5Y | -28.2% | -35.9% | +7.7% | -23.7% |
| All | +124.0% | +41.8% | +82.2% | +68.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling