+523.3%
ON vs EFX
+80.5%
+442.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -4.0% |
| 7D | +12.2% | -0.8% | +13.0% | +12.6% |
| 30D | -3.1% | +25.1% | -28.2% | -14.1% |
| 3M | -12.9% | +1.7% | -14.5% | -15.4% |
| 6M | -38.6% | +18.4% | -57.0% | -46.8% |
| YTD | +31.2% | -12.5% | +43.7% | +31.2% |
| 1Y | +47.6% | -8.1% | +55.7% | +43.1% |
| 3Y | +6.6% | +4.8% | +1.8% | -8.6% |
| 5Y | +21.3% | -30.1% | +51.4% | +29.5% |
| All | +523.3% | +80.5% | +442.8% | +289.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling