+92.6%
NDAQ vs EFX
-12.5%
+105.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -0.9% |
| 7D | -2.6% | -7.8% | +5.3% | 0.0% |
| 30D | +0.5% | -5.7% | +6.2% | +2.2% |
| 3M | +9.9% | +2.5% | +7.4% | +8.6% |
| 6M | +8.2% | -16.7% | +24.9% | +13.4% |
| YTD | -1.5% | -20.2% | +18.7% | +4.2% |
| 1Y | +1.3% | -31.4% | +32.7% | +11.5% |
| 3Y | +92.6% | -10.5% | +103.1% | +94.3% |
| All | +92.6% | -12.5% | +105.1% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling