+54.8%
ON vs EFX
-25.2%
+80.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | -0.2% |
| 7D | +2.4% | -8.6% | +11.1% | +0.8% |
| 30D | -3.3% | +0.1% | -3.4% | -3.2% |
| 3M | -43.6% | +3.8% | -47.4% | -42.4% |
| 6M | +19.0% | -13.5% | +32.5% | +25.0% |
| YTD | +37.4% | -17.7% | +55.0% | +44.4% |
| 1Y | +54.8% | -25.6% | +80.3% | +64.9% |
| All | +54.8% | -25.2% | +80.0% | +64.9% |
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