+7,692.7%
EW vs EFX
+1,565.0%
+6,127.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +4.9% | -0.8% | +5.7% | +5.2% |
| 30D | +23.9% | +25.1% | -1.2% | +14.8% |
| 3M | +15.8% | +1.7% | +14.1% | +14.3% |
| 6M | +31.7% | +18.4% | +13.3% | +22.8% |
| YTD | +25.7% | -12.5% | +38.2% | +27.7% |
| 1Y | +24.4% | -8.1% | +32.5% | +24.3% |
| 3Y | +65.9% | +4.8% | +61.1% | +51.8% |
| 5Y | -7.6% | -30.1% | +22.5% | -4.5% |
| 10Y | +253.2% | +81.5% | +171.8% | +154.0% |
| All | +7,692.7% | +1,565.0% | +6,127.7% | +2,866.5% |
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