+112.5%
NET vs EFX
-33.8%
+146.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | +2.9% |
| 7D | -7.0% | -8.6% | +1.7% | -0.5% |
| 30D | -4.8% | +0.1% | -4.9% | -5.5% |
| 3M | +3.8% | +3.8% | 0.0% | -2.5% |
| 6M | +50.0% | -13.5% | +63.6% | +62.1% |
| YTD | +41.5% | -17.7% | +59.1% | +56.4% |
| 1Y | +32.8% | -25.6% | +58.4% | +56.7% |
| 3Y | +335.9% | -12.1% | +348.0% | +272.4% |
| All | +112.5% | -33.8% | +146.3% | +158.9% |
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 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