+17.2%
O vs EFX
-37.1%
+54.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.5% | -11.1% | +7.6% | -1.2% |
| 30D | -3.3% | -7.4% | +4.1% | -1.9% |
| 3M | -2.8% | +1.5% | -4.3% | -3.5% |
| 6M | -5.8% | -13.7% | +7.9% | -3.5% |
| YTD | +9.4% | -21.9% | +31.2% | +13.8% |
| 1Y | +5.7% | -30.8% | +36.5% | +12.8% |
| 3Y | +27.2% | -12.4% | +39.6% | +23.7% |
| 5Y | +17.2% | -35.9% | +53.1% | +18.7% |
| All | +17.2% | -37.1% | +54.3% | +18.7% |
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