+209.9%
ON vs EFX
+1,423.9%
-1,213.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +4.8% |
| 7D | +2.4% | -8.6% | +11.1% | +7.9% |
| 30D | -3.3% | +0.1% | -3.4% | -4.3% |
| 3M | -43.6% | +3.8% | -47.4% | -47.5% |
| 6M | +19.0% | -13.5% | +32.5% | +22.0% |
| YTD | +37.4% | -17.7% | +55.0% | +42.9% |
| 1Y | +54.8% | -25.6% | +80.3% | +70.2% |
| 3Y | -25.2% | -12.1% | -13.1% | -29.5% |
| 5Y | +62.7% | -33.8% | +96.5% | +83.6% |
| 10Y | +574.3% | +45.1% | +529.2% | +315.1% |
| All | +209.9% | +1,423.9% | -1,213.9% | -63.3% |
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