+277.0%
IR vs EFX
+35.6%
+241.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.2% |
| 7D | -1.9% | -9.4% | +7.5% | +1.8% |
| 30D | -15.0% | -6.9% | -8.2% | -12.9% |
| 3M | -0.4% | +0.1% | -0.5% | -1.7% |
| 6M | -15.0% | -17.3% | +2.3% | -9.7% |
| YTD | -7.1% | -21.8% | +14.8% | +0.1% |
| 1Y | -7.5% | -32.5% | +25.0% | +5.5% |
| 3Y | +6.3% | -12.3% | +18.6% | +4.8% |
| 5Y | +37.3% | -36.6% | +74.0% | +51.9% |
| All | +277.0% | +35.6% | +241.4% | +171.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling