+17.1%
EW vs EFX
-12.5%
+29.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.5% | -3.0% |
| 7D | -4.4% | -7.8% | +3.4% | -3.2% |
| 30D | -3.3% | -5.7% | +2.4% | -2.5% |
| 3M | +1.0% | +2.5% | -1.5% | +0.2% |
| 6M | +6.2% | -16.7% | +22.9% | +8.6% |
| YTD | +1.7% | -20.2% | +21.9% | +4.6% |
| 1Y | +8.1% | -31.4% | +39.5% | +14.1% |
| 3Y | +17.1% | -10.5% | +27.6% | +14.7% |
| All | +17.1% | -12.5% | +29.6% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling