+652.6%
P vs EFX
+69.3%
+583.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -13.3% | +0.3% | -13.6% | -13.6% |
| 30D | -34.0% | +29.1% | -63.1% | -41.3% |
| 3M | +4.1% | +4.3% | -0.2% | -0.1% |
| 6M | +30.5% | +7.7% | +22.7% | +20.6% |
| YTD | +52.2% | -12.5% | +64.7% | +52.5% |
| 1Y | +10.3% | -8.8% | +19.1% | +8.1% |
| 3Y | +180.9% | +4.3% | +176.5% | +146.6% |
| 5Y | +259.7% | -29.4% | +289.1% | +275.8% |
| 10Y | +652.6% | +78.1% | +574.5% | +351.5% |
| All | +652.6% | +69.3% | +583.3% | +351.5% |
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