+27.7%
P vs EFX
-31.3%
+59.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.3% |
| 7D | +7.8% | -7.8% | +15.7% | +6.9% |
| 30D | +12.3% | -5.7% | +18.0% | +11.6% |
| 3M | +37.1% | +2.5% | +34.6% | +37.0% |
| 6M | +66.1% | -16.7% | +82.7% | +68.4% |
| YTD | +50.9% | -20.2% | +71.1% | +51.5% |
| All | +27.7% | -31.3% | +59.0% | +26.0% |
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