+3,711.2%
FIX vs EFX
+80.8%
+3,630.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +6.4% | -2.0% | +8.4% | +7.0% |
| 30D | -29.1% | +27.9% | -57.0% | -35.1% |
| 3M | -31.1% | +3.8% | -35.0% | -33.2% |
| 6M | -42.8% | +13.0% | -55.8% | -47.4% |
| YTD | +24.6% | -12.4% | +37.0% | +24.3% |
| 1Y | +21.9% | -10.4% | +32.3% | +20.4% |
| 3Y | +524.9% | +4.4% | +520.5% | +458.1% |
| 5Y | +1,092.2% | -28.9% | +1,121.1% | +1,119.3% |
| All | +3,711.2% | +80.8% | +3,630.5% | +2,460.0% |
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