-27.7%
FN vs EFX
-13.0%
-14.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.5% | -0.7% |
| 7D | -1.7% | -8.6% | +7.0% | -6.8% |
| 30D | -22.0% | +0.1% | -22.1% | -21.2% |
| 3M | -43.0% | +3.8% | -46.8% | -40.0% |
| 6M | -27.7% | -13.5% | -14.2% | -31.3% |
| All | -27.7% | -13.0% | -14.8% | -31.3% |
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 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