+615.0%
F vs EFX
+6,408.3%
-5,793.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.8% | +3.9% |
| 7D | +5.3% | -8.6% | +14.0% | +8.8% |
| 30D | +4.6% | +0.1% | +4.5% | +4.2% |
| 3M | -3.7% | +3.8% | -7.5% | -6.2% |
| 6M | +16.8% | -13.5% | +30.3% | +20.9% |
| YTD | +15.3% | -17.7% | +33.0% | +20.5% |
| 1Y | +31.0% | -25.6% | +56.6% | +41.9% |
| 3Y | +45.4% | -12.1% | +57.5% | +43.5% |
| 5Y | +54.7% | -33.8% | +88.5% | +68.4% |
| 10Y | +98.2% | +45.1% | +53.1% | +52.2% |
| All | +615.0% | +6,408.3% | -5,793.2% | +109.0% |
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