+8.5%
IR vs EFX
-12.5%
+21.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -0.7% |
| 7D | +0.6% | -7.8% | +8.5% | +3.0% |
| 30D | -13.6% | -5.7% | -7.9% | -12.3% |
| 3M | +3.7% | +2.5% | +1.2% | +2.0% |
| 6M | -13.1% | -16.7% | +3.6% | -8.6% |
| YTD | -5.1% | -20.2% | +15.1% | +0.7% |
| 1Y | -6.5% | -31.4% | +24.9% | +4.7% |
| 3Y | +8.5% | -10.5% | +19.0% | +6.9% |
| All | +8.5% | -12.5% | +21.0% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling