+5,261.3%
O vs EFX
+3,086.6%
+2,174.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -0.4% | -3.6% | +3.2% | +0.7% |
| 30D | +8.3% | +25.3% | -17.0% | +0.7% |
| 3M | -4.0% | +3.8% | -7.8% | -5.7% |
| 6M | -2.6% | +12.7% | -15.3% | -7.3% |
| YTD | +9.9% | -13.1% | +23.0% | +11.9% |
| 1Y | +9.8% | -9.3% | +19.2% | +10.2% |
| 3Y | +39.7% | +3.5% | +36.2% | +29.8% |
| 5Y | +9.2% | -30.6% | +39.8% | +12.3% |
| 10Y | +81.5% | +80.2% | +1.3% | +31.5% |
| All | +5,261.3% | +3,086.6% | +2,174.7% | +2,107.5% |
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