+2,625.3%
FN vs EFX
+698.2%
+1,927.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.8% | -15.1% | -14.5% |
| 7D | -16.0% | +8.1% | -24.0% | -18.7% |
| 30D | -40.1% | +36.0% | -76.2% | -47.5% |
| 3M | -43.9% | +9.6% | -53.5% | -47.2% |
| 6M | -55.6% | +14.7% | -70.4% | -60.2% |
| YTD | -35.7% | -9.9% | -25.8% | -37.0% |
| 1Y | -39.8% | -5.4% | -34.4% | -42.4% |
| 3Y | +80.3% | +9.3% | +71.0% | +53.6% |
| 5Y | +143.3% | -29.1% | +172.4% | +148.4% |
| 10Y | +682.3% | +72.5% | +609.8% | +357.2% |
| All | +2,625.3% | +698.2% | +1,927.1% | +414.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling