+860.4%
FN vs EFX
+44.5%
+815.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.5% | +5.1% |
| 7D | -1.7% | -8.6% | +7.0% | +1.0% |
| 30D | -22.0% | +0.1% | -22.1% | -22.6% |
| 3M | -43.0% | +3.8% | -46.8% | -45.1% |
| 6M | -27.7% | -13.5% | -14.2% | -26.3% |
| YTD | -10.5% | -17.7% | +7.1% | -7.8% |
| 1Y | +12.5% | -25.6% | +38.1% | +19.8% |
| 3Y | +153.8% | -12.1% | +165.9% | +144.5% |
| 5Y | +288.0% | -33.8% | +321.8% | +307.2% |
| All | +860.4% | +44.5% | +815.9% | +657.5% |
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