+730.4%
P vs EFX
+41.4%
+688.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.9% |
| 7D | +7.8% | -7.8% | +15.7% | +11.3% |
| 30D | +12.3% | -5.7% | +18.0% | +14.4% |
| 3M | +37.1% | +2.5% | +34.6% | +32.1% |
| 6M | +66.1% | -16.7% | +82.7% | +74.2% |
| YTD | +50.9% | -20.2% | +71.1% | +59.8% |
| 1Y | +27.2% | -31.4% | +58.6% | +43.5% |
| 3Y | +158.7% | -10.5% | +169.2% | +147.5% |
| 5Y | +291.1% | -35.2% | +326.3% | +329.0% |
| All | +730.4% | +41.4% | +688.9% | +479.3% |
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 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