+5,993.3%
FIX vs EFX
+40.1%
+5,953.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +3.3% |
| 7D | +6.1% | -7.8% | +13.9% | +8.6% |
| 30D | -2.7% | -5.7% | +3.1% | -1.4% |
| 3M | -10.9% | +2.5% | -13.5% | -14.0% |
| 6M | +29.0% | -16.7% | +45.7% | +33.4% |
| YTD | +76.9% | -20.2% | +97.1% | +84.0% |
| 1Y | +130.7% | -31.4% | +162.1% | +154.1% |
| 3Y | +790.7% | -10.5% | +801.2% | +752.1% |
| 5Y | +2,185.6% | -35.2% | +2,220.8% | +2,329.3% |
| 10Y | +5,993.3% | +40.2% | +5,953.1% | +4,428.5% |
| All | +5,993.3% | +40.1% | +5,953.2% | +4,428.5% |
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