+25.3%
F vs EFX
-30.2%
+55.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.2% | -4.0% |
| 7D | +1.2% | -7.8% | +9.0% | +1.9% |
| 30D | +1.2% | -5.7% | +6.9% | +1.7% |
| 3M | -5.7% | +2.5% | -8.2% | -5.8% |
| 6M | +17.9% | -16.7% | +34.6% | +22.5% |
| YTD | +10.4% | -20.2% | +30.6% | +16.0% |
| 1Y | +25.3% | -31.4% | +56.7% | +37.5% |
| All | +25.3% | -30.2% | +55.6% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling