+2,327.9%
NDAQ vs EFX
+720.6%
+1,607.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | +1.3% |
| 7D | -2.4% | -8.6% | +6.2% | +2.0% |
| 30D | +2.5% | +0.1% | +2.3% | +2.0% |
| 3M | +9.9% | +3.8% | +6.1% | +7.0% |
| 6M | +9.4% | -13.5% | +22.9% | +15.8% |
| YTD | +0.4% | -17.7% | +18.1% | +8.2% |
| 1Y | +4.0% | -25.6% | +29.6% | +17.1% |
| 3Y | +94.4% | -12.1% | +106.5% | +89.8% |
| 5Y | +56.7% | -33.8% | +90.5% | +71.5% |
| 10Y | +375.3% | +45.1% | +330.1% | +198.5% |
| All | +2,327.9% | +720.6% | +1,607.2% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling