+485.4%
P vs EFX
+95.5%
+389.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.4% | +7.8% | +4.0% |
| 7D | +6.5% | -8.6% | +15.2% | +10.4% |
| 30D | +18.8% | +0.1% | +18.7% | +18.1% |
| 3M | +26.7% | +3.8% | +22.9% | +21.6% |
| 6M | +62.2% | -13.5% | +75.7% | +67.5% |
| YTD | +48.5% | -17.7% | +66.2% | +55.3% |
| 1Y | +26.4% | -25.6% | +52.0% | +37.3% |
| 3Y | +159.4% | -12.1% | +171.5% | +151.2% |
| 5Y | +275.8% | -33.8% | +309.6% | +309.2% |
| 10Y | +732.0% | +45.1% | +686.9% | +476.8% |
| All | +485.4% | +95.5% | +389.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling