+35,474.9%
LOW vs EFX
+6,408.3%
+29,066.6%
-62.3%
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% | +3.7% |
| 7D | -1.7% | -8.6% | +6.9% | +1.6% |
| 30D | -7.0% | +0.1% | -7.2% | -7.3% |
| 3M | -0.9% | +3.8% | -4.7% | -2.9% |
| 6M | -20.1% | -13.5% | -6.6% | -16.6% |
| YTD | -13.9% | -17.7% | +3.8% | -9.3% |
| 1Y | -21.1% | -25.6% | +4.4% | -14.0% |
| 3Y | -6.6% | -12.1% | +5.5% | -6.9% |
| 5Y | +9.4% | -33.8% | +43.2% | +19.3% |
| 10Y | +220.5% | +45.1% | +175.3% | +149.7% |
| All | +35,474.9% | +6,408.3% | +29,066.6% | +8,685.9% |
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 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