+67.2%
F vs EFX
+79.2%
-12.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -3.9% | -3.6% | -0.2% | -2.5% |
| 30D | -0.5% | +25.3% | -25.7% | -9.2% |
| 3M | -12.9% | +3.8% | -16.7% | -14.8% |
| 6M | +1.5% | +12.7% | -11.2% | -5.3% |
| YTD | -5.0% | -13.1% | +8.1% | -2.7% |
| 1Y | -7.3% | -9.3% | +2.0% | -6.9% |
| 3Y | +45.3% | +3.5% | +41.7% | +32.0% |
| 5Y | -15.8% | -30.6% | +14.8% | -11.3% |
| All | +67.2% | +79.2% | -12.0% | +25.4% |
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