+777.0%
FIX vs EFX
-11.7%
+788.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.7% |
| 7D | +6.0% | -8.6% | +14.7% | +7.2% |
| 30D | -7.2% | +0.1% | -7.4% | -7.6% |
| 3M | -15.9% | +3.8% | -19.7% | -17.5% |
| 6M | +12.7% | -13.5% | +26.3% | +16.2% |
| YTD | +72.8% | -17.7% | +90.5% | +79.9% |
| 1Y | +122.9% | -25.6% | +148.5% | +139.8% |
| All | +777.0% | -11.7% | +788.6% | +816.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling