+5,387.7%
O vs EFX
+2,920.6%
+2,467.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | +1.1% |
| 7D | -0.7% | -8.6% | +7.9% | +1.9% |
| 30D | -1.9% | +0.1% | -2.0% | -2.1% |
| 3M | +3.8% | +3.8% | 0.0% | +2.0% |
| 6M | -4.7% | -13.5% | +8.8% | -1.7% |
| YTD | +12.5% | -17.7% | +30.1% | +16.9% |
| 1Y | +10.8% | -25.6% | +36.4% | +18.4% |
| 3Y | +28.8% | -12.1% | +40.9% | +26.3% |
| 5Y | +13.2% | -33.8% | +47.0% | +18.3% |
| 10Y | +53.5% | +45.1% | +8.3% | +19.6% |
| All | +5,387.7% | +2,920.6% | +2,467.1% | +2,207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling