+136.0%
GOOG vs EFX
-36.2%
+172.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.4% |
| 7D | 0.0% | -4.5% | +4.6% | +1.5% |
| 30D | -2.0% | -6.1% | +4.1% | -0.2% |
| 3M | -5.9% | +6.2% | -12.1% | -8.5% |
| 6M | +8.9% | -11.2% | +20.1% | +11.8% |
| YTD | +7.1% | -21.4% | +28.5% | +13.8% |
| 1Y | +39.7% | -34.3% | +74.0% | +57.9% |
| 3Y | +145.8% | -12.5% | +158.4% | +128.3% |
| All | +136.0% | -36.2% | +172.2% | +152.0% |
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 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