+67.5%
NDAQ vs EFX
-30.1%
+97.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | +1.7% | -3.6% | +5.3% | +3.0% |
| 30D | +16.2% | +25.3% | -9.1% | +7.1% |
| 3M | +14.0% | +3.8% | +10.2% | +11.8% |
| 6M | +22.3% | +12.7% | +9.5% | +16.0% |
| YTD | +13.0% | -13.1% | +26.1% | +16.6% |
| 1Y | +24.0% | -9.3% | +33.3% | +26.0% |
| 3Y | +117.1% | +3.5% | +113.5% | +100.0% |
| 5Y | +67.5% | -30.6% | +98.2% | +82.8% |
| All | +67.5% | -30.1% | +97.6% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling