+13.8%
FIX vs EFX
-8.7%
+22.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -13.9% | +0.3% | -14.2% | -13.6% |
| 30D | -35.5% | +29.1% | -64.7% | -28.2% |
| 3M | -33.9% | +4.3% | -38.2% | -31.3% |
| 6M | -43.3% | +7.7% | -51.0% | -39.0% |
| YTD | +18.7% | -12.5% | +31.1% | +27.3% |
| 1Y | +13.8% | -8.8% | +22.6% | +20.6% |
| All | +13.8% | -8.7% | +22.4% | +20.6% |
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