+98.0%
NI vs EFX
-37.1%
+135.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.6% | -11.1% | +10.6% | +1.4% |
| 30D | -1.4% | -7.4% | +6.0% | -0.3% |
| 3M | -10.6% | +1.5% | -12.1% | -11.3% |
| 6M | -9.9% | -13.7% | +3.8% | -8.2% |
| YTD | +1.2% | -21.9% | +23.0% | +4.6% |
| 1Y | +4.4% | -30.8% | +35.2% | +10.5% |
| 3Y | +68.6% | -12.4% | +81.0% | +65.3% |
| 5Y | +98.0% | -35.9% | +133.9% | +91.3% |
| All | +98.0% | -37.1% | +135.1% | +91.3% |
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