+26.2%
MAR vs EFX
-25.2%
+51.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +1.2% |
| 7D | -4.2% | -8.6% | +4.5% | -2.8% |
| 30D | -6.7% | +0.1% | -6.8% | -6.8% |
| 3M | -12.5% | +3.8% | -16.3% | -13.3% |
| 6M | +0.6% | -13.5% | +14.1% | +2.8% |
| YTD | +9.1% | -17.7% | +26.8% | +12.3% |
| 1Y | +26.2% | -25.6% | +51.8% | +29.2% |
| All | +26.2% | -25.2% | +51.4% | +29.2% |
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