+7,843.3%
FIX vs EFX
+1,205.1%
+6,638.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.6% | +6.3% |
| 7D | -17.5% | +2.7% | -20.2% | -18.7% |
| 30D | -41.6% | +33.1% | -74.7% | -48.7% |
| 3M | -40.6% | +8.2% | -48.8% | -44.0% |
| 6M | -49.4% | +10.2% | -59.5% | -53.9% |
| YTD | +9.2% | -11.8% | +21.0% | +6.9% |
| 1Y | +6.5% | -6.1% | +12.5% | +1.3% |
| 3Y | +448.7% | +7.5% | +441.2% | +376.5% |
| 5Y | +948.7% | -30.7% | +979.4% | +975.8% |
| 10Y | +3,659.7% | +68.7% | +3,591.0% | +2,355.4% |
| All | +7,843.3% | +1,205.1% | +6,638.2% | +2,198.2% |
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