+17.5%
P vs EFX
-7.5%
+25.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -4.4% |
| 7D | -19.4% | +9.2% | -28.5% | -17.5% |
| 30D | -22.3% | +34.8% | -57.1% | -17.6% |
| 3M | +33.2% | +8.8% | +24.4% | +37.8% |
| 6M | +53.6% | +12.3% | +41.3% | +59.0% |
| YTD | +66.8% | -10.6% | +77.4% | +75.7% |
| 1Y | +17.5% | -6.7% | +24.3% | +25.0% |
| All | +17.5% | -7.5% | +25.1% | +25.0% |
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