+26.4%
P vs EFX
-25.2%
+51.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.4% | +7.8% | +0.7% |
| 7D | +6.5% | -8.6% | +15.2% | +5.6% |
| 30D | +18.8% | +0.1% | +18.7% | +18.8% |
| 3M | +26.7% | +3.8% | +22.9% | +27.1% |
| 6M | +62.2% | -13.5% | +75.7% | +64.9% |
| YTD | +48.5% | -17.7% | +66.2% | +49.7% |
| 1Y | +26.4% | -25.6% | +52.0% | +26.4% |
| All | +26.4% | -25.2% | +51.6% | +26.4% |
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