-79.9%
FIG vs EFX
-29.0%
-50.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.4% |
| 7D | -3.8% | -4.5% | +0.7% | -0.5% |
| 30D | -2.3% | -6.1% | +3.8% | +2.1% |
| 3M | +20.0% | +6.2% | +13.7% | +15.5% |
| 6M | -16.7% | -11.2% | -5.5% | -11.5% |
| YTD | -37.9% | -21.4% | -16.5% | -31.1% |
| 1Y | -58.5% | -34.3% | -24.2% | -51.9% |
| All | -79.9% | -29.0% | -50.9% | -77.1% |
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 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