+45.2%
PL vs EFX
-14.6%
+59.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -0.7% | +15.2% | +14.8% |
| 7D | +10.9% | -2.2% | +13.1% | +11.6% |
| 30D | -16.4% | +29.2% | -45.5% | -27.2% |
| 3M | -39.9% | +3.5% | -43.4% | -42.3% |
| 6M | -63.2% | +7.8% | -71.0% | -66.5% |
| YTD | -27.1% | -12.4% | -14.7% | -26.8% |
| 1Y | +12.2% | -8.2% | +20.4% | +9.4% |
| 3Y | +584.3% | +4.7% | +579.6% | +503.4% |
| 5Y | +37.0% | -32.0% | +69.0% | +48.2% |
| All | +45.2% | -14.6% | +59.8% | +56.8% |
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 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