-80.9%
FIG vs EFX
-29.4%
-51.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -1.8% |
| 7D | -14.5% | -9.4% | -5.1% | -8.3% |
| 30D | -13.3% | -6.9% | -6.4% | -8.8% |
| 3M | +7.4% | +0.1% | +7.3% | +7.3% |
| 6M | -27.8% | -17.3% | -10.5% | -20.1% |
| YTD | -41.1% | -21.8% | -19.3% | -34.4% |
| 1Y | -58.7% | -32.5% | -26.2% | -53.2% |
| All | -80.9% | -29.4% | -51.5% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling