+140.2%
NI vs EFX
+42.6%
+97.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | 0.0% | -4.5% | +4.6% | +1.1% |
| 30D | -1.4% | -6.1% | +4.7% | -0.2% |
| 3M | -10.6% | +6.2% | -16.8% | -12.5% |
| 6M | -9.3% | -11.2% | +1.9% | -7.8% |
| YTD | +1.1% | -21.4% | +22.5% | +5.4% |
| 1Y | +3.4% | -34.3% | +37.7% | +12.5% |
| 3Y | +67.9% | -12.5% | +80.4% | +64.3% |
| 5Y | +98.0% | -35.6% | +133.5% | +105.0% |
| All | +140.2% | +42.6% | +97.6% | +91.1% |
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