+47.6%
ON vs EFX
-7.5%
+55.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -1.4% |
| 7D | -5.8% | +9.2% | -15.0% | -4.1% |
| 30D | -17.1% | +34.8% | -51.9% | -12.0% |
| 3M | -11.8% | +8.8% | -20.6% | -10.5% |
| 6M | -30.2% | +12.3% | -42.5% | -27.2% |
| YTD | +31.6% | -10.6% | +42.2% | +41.0% |
| 1Y | +47.6% | -6.7% | +54.3% | +56.2% |
| All | +47.6% | -7.5% | +55.1% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling