+2,627.5%
NDAQ vs EFX
+772.0%
+1,855.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +1.3% | -0.8% | +2.0% | +1.6% |
| 30D | +18.0% | +25.1% | -7.2% | +4.9% |
| 3M | +11.5% | +1.7% | +9.9% | +9.4% |
| 6M | +21.1% | +18.4% | +2.7% | +9.2% |
| YTD | +12.8% | -12.5% | +25.3% | +17.0% |
| 1Y | +25.7% | -8.1% | +33.8% | +27.0% |
| 3Y | +116.8% | +4.8% | +112.0% | +92.2% |
| 5Y | +67.3% | -30.1% | +97.4% | +77.3% |
| 10Y | +473.3% | +81.5% | +391.9% | +213.5% |
| All | +2,627.5% | +772.0% | +1,855.6% | +452.4% |
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