+3,800.0%
FIX vs EFX
+63.8%
+3,736.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.7% | +10.1% | +9.6% |
| 7D | -7.2% | -2.2% | -5.1% | -6.9% |
| 30D | -35.1% | +29.2% | -64.3% | -40.8% |
| 3M | -34.3% | +3.5% | -37.7% | -36.1% |
| 6M | -42.9% | +7.8% | -50.7% | -46.5% |
| YTD | +19.5% | -12.4% | +31.9% | +19.2% |
| 1Y | +16.8% | -8.2% | +25.0% | +14.2% |
| 3Y | +506.7% | +4.7% | +502.0% | +442.1% |
| 5Y | +1,046.7% | -32.0% | +1,078.7% | +1,093.4% |
| 10Y | +3,800.0% | +69.1% | +3,730.9% | +2,675.9% |
| All | +3,800.0% | +63.8% | +3,736.1% | +2,675.9% |
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