+1,381.0%
NET vs EFX
+42.6%
+1,338.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.9% |
| 7D | -16.4% | +9.2% | -25.6% | -21.0% |
| 30D | -25.8% | +34.8% | -60.6% | -39.2% |
| 3M | -11.5% | +8.8% | -20.4% | -18.1% |
| 6M | +18.9% | +12.3% | +6.6% | +5.6% |
| YTD | +35.2% | -10.6% | +45.8% | +36.8% |
| 1Y | +14.5% | -6.7% | +21.2% | +12.3% |
| 3Y | +313.8% | +8.4% | +305.5% | +235.3% |
| 5Y | +32.6% | -29.7% | +62.3% | +36.5% |
| All | +1,381.0% | +42.6% | +1,338.4% | +1,285.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling