+5,221.5%
O vs EFX
+3,109.5%
+2,112.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | +7.1% | +25.1% | -18.0% | -0.3% |
| 3M | -5.2% | +1.7% | -6.9% | -6.3% |
| 6M | -1.8% | +18.4% | -20.1% | -7.9% |
| YTD | +9.1% | -12.5% | +21.6% | +10.8% |
| 1Y | +9.7% | -8.1% | +17.8% | +9.6% |
| 3Y | +39.1% | +4.8% | +34.4% | +28.7% |
| 5Y | +8.4% | -30.1% | +38.5% | +11.2% |
| 10Y | +80.2% | +81.5% | -1.3% | +30.3% |
| All | +5,221.5% | +3,109.5% | +2,112.0% | +2,086.3% |
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