+512.3%
F vs EFX
+6,822.9%
-6,310.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -0.6% | -2.2% | +1.5% | +0.2% |
| 30D | +2.9% | +29.2% | -26.3% | -7.2% |
| 3M | -9.5% | +3.5% | -12.9% | -11.4% |
| 6M | +4.0% | +7.8% | -3.8% | -1.2% |
| YTD | -1.3% | -12.4% | +11.2% | +0.2% |
| 1Y | -1.9% | -8.2% | +6.3% | -2.3% |
| 3Y | +53.5% | +4.7% | +48.8% | +41.0% |
| 5Y | -15.1% | -32.0% | +16.9% | -8.8% |
| 10Y | +81.0% | +69.1% | +11.9% | +30.5% |
| All | +512.3% | +6,822.9% | -6,310.6% | +73.9% |
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