-7.5%
IR vs EFX
-32.8%
+25.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.7% |
| 7D | -1.9% | -9.4% | +7.5% | -0.4% |
| 30D | -15.0% | -6.9% | -8.2% | -14.1% |
| 3M | -0.4% | +0.1% | -0.5% | -0.8% |
| 6M | -15.0% | -17.3% | +2.3% | -12.6% |
| YTD | -7.1% | -21.8% | +14.8% | -2.9% |
| 1Y | -7.5% | -32.5% | +25.0% | -3.5% |
| All | -7.5% | -32.8% | +25.2% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling