+2,105.4%
FIX vs EFX
-33.8%
+2,139.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +3.6% |
| 7D | +6.0% | -8.6% | +14.7% | +8.5% |
| 30D | -7.2% | +0.1% | -7.4% | -7.8% |
| 3M | -15.9% | +3.8% | -19.7% | -18.6% |
| 6M | +12.7% | -13.5% | +26.3% | +15.8% |
| YTD | +72.8% | -17.7% | +90.5% | +79.1% |
| 1Y | +122.9% | -25.6% | +148.5% | +139.8% |
| 3Y | +774.3% | -12.1% | +786.4% | +738.7% |
| All | +2,105.4% | -33.8% | +2,139.2% | +2,244.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling