+10.3%
P vs EFX
-8.7%
+18.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.9% |
| 7D | -13.3% | +0.3% | -13.6% | -13.2% |
| 30D | -34.0% | +29.1% | -63.1% | -30.5% |
| 3M | +4.1% | +4.3% | -0.2% | +7.0% |
| 6M | +30.5% | +7.7% | +22.7% | +34.8% |
| YTD | +52.2% | -12.5% | +64.7% | +59.5% |
| 1Y | +10.3% | -8.8% | +19.1% | +16.8% |
| All | +10.3% | -8.7% | +18.9% | +16.8% |
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