+804.7%
FN vs EFX
+78.9%
+725.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.9% |
| 7D | +8.0% | -2.0% | +10.0% | +8.4% |
| 30D | -19.1% | +27.9% | -47.0% | -25.7% |
| 3M | -29.8% | +3.8% | -33.7% | -32.0% |
| 6M | -43.2% | +13.0% | -56.2% | -47.6% |
| YTD | -18.9% | -12.4% | -6.6% | -19.1% |
| 1Y | -17.9% | -10.4% | -7.5% | -18.8% |
| 3Y | +120.1% | +4.4% | +115.7% | +97.1% |
| 5Y | +206.7% | -28.9% | +235.6% | +211.1% |
| 10Y | +804.7% | +81.7% | +722.9% | +480.8% |
| All | +804.7% | +78.9% | +725.8% | +480.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling