+26.8%
PL vs EFX
-14.0%
+40.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.2% | +12.6% | +11.3% |
| 7D | -6.8% | +2.7% | -9.5% | -8.4% |
| 30D | -29.3% | +33.1% | -62.4% | -39.3% |
| 3M | -44.8% | +8.2% | -52.9% | -48.0% |
| 6M | -68.4% | +10.2% | -78.5% | -71.6% |
| YTD | -36.4% | -11.8% | -24.5% | -36.2% |
| 1Y | +0.7% | -6.1% | +6.8% | -3.1% |
| 3Y | +455.3% | +7.5% | +447.8% | +382.1% |
| 5Y | +22.7% | -30.7% | +53.4% | +32.4% |
| All | +26.8% | -14.0% | +40.8% | +36.6% |
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