+291.3%
IR vs EFX
+42.8%
+248.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.6% | +3.8% |
| 7D | -2.8% | -8.6% | +5.8% | +0.6% |
| 30D | -15.1% | +0.1% | -15.2% | -15.5% |
| 3M | +6.1% | +3.8% | +2.2% | +3.2% |
| 6M | -16.8% | -13.5% | -3.3% | -13.2% |
| YTD | -3.5% | -17.7% | +14.1% | +1.7% |
| 1Y | -3.5% | -25.6% | +22.1% | +5.7% |
| 3Y | +9.5% | -12.1% | +21.6% | +8.1% |
| 5Y | +45.1% | -33.8% | +78.9% | +57.8% |
| All | +291.3% | +42.8% | +248.5% | +176.4% |
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