-72.2%
OPEN vs EFX
+4.3%
-76.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -0.3% |
| 7D | -2.9% | -9.4% | +6.5% | +6.3% |
| 30D | -13.8% | -6.9% | -6.9% | -8.3% |
| 3M | -30.9% | +0.1% | -31.0% | -33.7% |
| 6M | -40.9% | -17.3% | -23.6% | -31.9% |
| YTD | -48.5% | -21.8% | -26.7% | -38.8% |
| 1Y | -50.9% | -32.5% | -18.4% | -30.1% |
| 3Y | -20.6% | -12.3% | -8.3% | -16.1% |
| 5Y | -84.2% | -36.6% | -47.5% | -79.5% |
| All | -72.2% | +4.3% | -76.5% | -68.5% |
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