+30.3%
O vs EFX
-12.5%
+42.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | -0.6% | -7.8% | +7.3% | +0.8% |
| 30D | -2.0% | -5.7% | +3.8% | -1.1% |
| 3M | +3.0% | +2.5% | +0.5% | +2.3% |
| 6M | -3.6% | -16.7% | +13.0% | -1.3% |
| YTD | +12.1% | -20.2% | +32.2% | +15.3% |
| 1Y | +8.9% | -31.4% | +40.3% | +15.2% |
| 3Y | +30.3% | -10.5% | +40.8% | +21.4% |
| All | +30.3% | -12.5% | +42.8% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling