+12,471.5%
FIX vs EFX
+1,118.8%
+11,352.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +4.4% |
| 7D | +6.0% | -8.6% | +14.7% | +9.7% |
| 30D | -7.2% | +0.1% | -7.4% | -8.0% |
| 3M | -15.9% | +3.8% | -19.7% | -19.6% |
| 6M | +12.7% | -13.5% | +26.3% | +14.8% |
| YTD | +72.8% | -17.7% | +90.5% | +77.4% |
| 1Y | +122.9% | -25.6% | +148.5% | +137.5% |
| 3Y | +774.3% | -12.1% | +786.4% | +741.3% |
| 5Y | +2,049.5% | -33.8% | +2,083.3% | +2,186.1% |
| 10Y | +5,821.5% | +45.1% | +5,776.3% | +4,098.7% |
| All | +12,471.5% | +1,118.8% | +11,352.7% | +3,714.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling