+173.5%
FN vs EFX
-31.2%
+204.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.2% | +13.9% | +12.1% |
| 7D | 0.0% | +2.7% | -2.8% | -0.9% |
| 30D | -34.3% | +33.1% | -67.4% | -39.2% |
| 3M | -39.9% | +8.2% | -48.0% | -41.8% |
| 6M | -51.8% | +10.2% | -62.0% | -54.6% |
| YTD | -28.1% | -11.8% | -16.3% | -27.3% |
| 1Y | -29.1% | -6.1% | -23.0% | -30.2% |
| 3Y | +102.4% | +7.5% | +95.0% | +76.5% |
| All | +173.5% | -31.2% | +204.7% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling