-55.6%
FN vs EFX
+13.6%
-69.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.8% | -15.1% | -13.6% |
| 7D | -16.0% | +8.1% | -24.0% | -10.7% |
| 30D | -40.1% | +36.0% | -76.2% | -25.1% |
| 3M | -43.9% | +9.6% | -53.5% | -39.2% |
| 6M | -55.6% | +14.7% | -70.4% | -49.0% |
| All | -55.6% | +13.6% | -69.2% | -49.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling