+72.2%
F vs EFX
+69.3%
+2.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | +0.9% | +29.1% | -28.2% | -9.0% |
| 3M | -11.3% | +4.3% | -15.6% | -13.4% |
| 6M | +2.0% | +7.7% | -5.7% | -3.0% |
| YTD | -3.2% | -12.5% | +9.3% | -1.1% |
| 1Y | -3.5% | -8.8% | +5.4% | -3.2% |
| 3Y | +48.1% | +4.3% | +43.8% | +34.3% |
| 5Y | -13.5% | -29.4% | +15.9% | -9.6% |
| 10Y | +72.2% | +78.1% | -6.0% | +30.6% |
| All | +72.2% | +69.3% | +2.8% | +30.6% |
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