-25.7%
FN vs EFX
-7.5%
-18.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.4% | -5.0% |
| 7D | -7.0% | +9.2% | -16.2% | -3.4% |
| 30D | -24.7% | +34.8% | -59.5% | -15.6% |
| 3M | -35.7% | +8.8% | -44.5% | -32.4% |
| 6M | -52.4% | +12.3% | -64.7% | -48.7% |
| YTD | -25.0% | -10.6% | -14.3% | -19.9% |
| 1Y | -25.7% | -6.7% | -18.9% | -21.3% |
| All | -25.7% | -7.5% | -18.1% | -21.3% |
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