+52.5%
NDAQ vs EFX
-36.4%
+88.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.1% |
| 7D | -1.6% | -9.4% | +7.8% | +1.9% |
| 30D | -1.5% | -6.9% | +5.4% | +0.9% |
| 3M | +8.0% | +0.1% | +7.9% | +7.5% |
| 6M | +7.7% | -17.3% | +25.1% | +14.1% |
| YTD | -2.3% | -21.8% | +19.5% | +5.0% |
| 1Y | +0.6% | -32.5% | +33.1% | +13.4% |
| 3Y | +90.9% | -12.3% | +103.3% | +87.4% |
| 5Y | +52.5% | -36.6% | +89.1% | +73.8% |
| All | +52.5% | -36.4% | +88.9% | +73.8% |
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