+13,447.0%
GOOG vs EFX
+763.2%
+12,683.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.3% |
| 7D | +1.1% | -7.8% | +8.9% | +4.5% |
| 30D | -5.1% | -5.7% | +0.7% | -3.0% |
| 3M | -7.1% | +2.5% | -9.6% | -9.2% |
| 6M | +12.7% | -16.7% | +29.3% | +19.3% |
| YTD | +7.1% | -20.2% | +27.3% | +14.3% |
| 1Y | +43.6% | -31.4% | +75.0% | +62.5% |
| 3Y | +146.8% | -10.5% | +157.3% | +133.3% |
| 5Y | +133.7% | -35.2% | +168.9% | +152.1% |
| 10Y | +773.3% | +40.2% | +733.2% | +495.6% |
| All | +13,447.0% | +763.2% | +12,683.8% | +3,402.8% |
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