+238.6%
P vs EFX
-31.2%
+269.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.1% |
| 7D | -23.8% | +2.7% | -26.5% | -24.6% |
| 30D | -36.6% | +33.1% | -69.7% | -42.8% |
| 3M | +10.9% | +8.2% | +2.7% | +6.3% |
| 6M | +30.0% | +10.2% | +19.8% | +21.2% |
| YTD | +44.4% | -11.8% | +56.2% | +46.5% |
| 1Y | +3.9% | -6.1% | +10.0% | +2.1% |
| 3Y | +176.6% | +7.5% | +169.1% | +140.5% |
| All | +238.6% | -31.2% | +269.9% | +287.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling