-83.6%
FIG vs EFX
-20.9%
-62.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -14.3% | -2.0% | -12.3% | -13.3% |
| 30D | -13.6% | +27.9% | -41.5% | -27.6% |
| 3M | -23.7% | +3.8% | -27.6% | -26.1% |
| 6M | -5.4% | +13.0% | -18.4% | -13.7% |
| YTD | -49.2% | -12.4% | -36.9% | -48.1% |
| 1Y | -57.4% | -10.4% | -47.0% | -56.8% |
| All | -83.6% | -20.9% | -62.7% | -82.8% |
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