+49.6%
ON vs EFX
-37.1%
+86.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.7% | -11.1% | +6.4% | +0.5% |
| 30D | -13.5% | -7.4% | -6.1% | -11.0% |
| 3M | -36.3% | +1.5% | -37.8% | -39.2% |
| 6M | +17.8% | -13.7% | +31.4% | +21.6% |
| YTD | +29.6% | -21.9% | +51.4% | +39.9% |
| 1Y | +45.8% | -30.8% | +76.6% | +68.7% |
| 3Y | -28.3% | -12.4% | -16.0% | -34.2% |
| 5Y | +49.6% | -35.9% | +85.6% | +72.2% |
| All | +49.6% | -37.1% | +86.7% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling