+32.7%
FITB vs EFX
-7.6%
+40.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +2.8% | -0.8% | +3.5% | +2.9% |
| 30D | +9.8% | +25.1% | -15.3% | +6.0% |
| 3M | -5.2% | +1.7% | -6.8% | -5.9% |
| 6M | +17.3% | +18.4% | -1.0% | +13.3% |
| YTD | +19.3% | -12.5% | +31.8% | +20.5% |
| 1Y | +32.7% | -8.1% | +40.8% | +28.1% |
| All | +32.7% | -7.6% | +40.3% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling