+1,440.5%
FANG vs EFX
+298.6%
+1,141.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +2.9% | -4.5% | +7.4% | +4.4% |
| 30D | +2.6% | -6.1% | +8.7% | +4.4% |
| 3M | +7.6% | +6.2% | +1.4% | +3.9% |
| 6M | +17.3% | -11.2% | +28.5% | +19.3% |
| YTD | +38.7% | -21.4% | +60.1% | +45.9% |
| 1Y | +51.6% | -34.3% | +86.0% | +70.2% |
| 3Y | +50.0% | -12.5% | +62.5% | +43.3% |
| 5Y | +237.6% | -35.6% | +273.1% | +256.4% |
| 10Y | +180.7% | +41.8% | +138.9% | +96.3% |
| All | +1,440.5% | +298.6% | +1,141.9% | +517.1% |
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