-29.1%
FN vs EFX
-7.7%
-21.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.2% | +13.9% | +10.7% |
| 7D | 0.0% | +2.7% | -2.8% | +1.4% |
| 30D | -34.3% | +33.1% | -67.4% | -26.6% |
| 3M | -39.9% | +8.2% | -48.0% | -36.9% |
| 6M | -51.8% | +10.2% | -62.0% | -48.3% |
| YTD | -28.1% | -11.8% | -16.3% | -23.8% |
| 1Y | -29.1% | -6.1% | -23.0% | -25.1% |
| All | -29.1% | -7.7% | -21.3% | -25.1% |
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