+365.6%
NDAQ vs EFX
+41.8%
+323.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -6.8% | -11.1% | +4.3% | -2.7% |
| 30D | -3.2% | -7.4% | +4.2% | -0.6% |
| 3M | +6.5% | +1.5% | +5.0% | +5.4% |
| 6M | +5.7% | -13.7% | +19.4% | +10.5% |
| YTD | -4.6% | -21.9% | +17.2% | +2.9% |
| 1Y | -1.6% | -30.8% | +29.2% | +10.5% |
| 3Y | +86.4% | -12.4% | +98.8% | +84.6% |
| 5Y | +50.3% | -35.9% | +86.3% | +64.0% |
| All | +365.6% | +41.8% | +323.9% | +263.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling