+46.8%
IR vs EFX
-31.8%
+78.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.9% |
| 7D | +5.0% | -2.2% | +7.2% | +5.7% |
| 30D | +10.3% | +29.2% | -18.9% | -0.4% |
| 3M | -0.1% | +3.5% | -3.5% | -2.4% |
| 6M | +14.8% | +7.8% | +7.0% | +9.3% |
| YTD | +9.7% | -12.4% | +22.2% | +12.5% |
| 1Y | +12.2% | -8.2% | +20.5% | +12.7% |
| 3Y | +30.0% | +4.7% | +25.3% | +16.6% |
| 5Y | +46.8% | -32.0% | +78.9% | +66.6% |
| All | +46.8% | -31.8% | +78.6% | +66.6% |
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