+84.1%
F vs EFX
+38.5%
+45.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.9% | -3.1% |
| 7D | -4.9% | -9.4% | +4.5% | -1.3% |
| 30D | -2.9% | -6.9% | +4.0% | -0.5% |
| 3M | -9.1% | +0.1% | -9.2% | -10.2% |
| 6M | +12.9% | -17.3% | +30.3% | +19.4% |
| YTD | +6.1% | -21.8% | +27.9% | +13.7% |
| 1Y | +22.5% | -32.5% | +55.1% | +39.3% |
| 3Y | +32.1% | -12.3% | +44.4% | +29.1% |
| 5Y | +43.7% | -36.6% | +80.4% | +57.1% |
| 10Y | +84.1% | +41.0% | +43.1% | +49.1% |
| All | +84.1% | +38.5% | +45.6% | +49.1% |
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