+44.8%
PL vs EFX
-14.6%
+59.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +13.4% | -2.0% | +15.3% | +14.1% |
| 30D | -10.2% | +27.9% | -38.0% | -21.4% |
| 3M | -39.5% | +3.8% | -43.3% | -42.0% |
| 6M | -65.7% | +13.0% | -78.7% | -69.6% |
| YTD | -27.3% | -12.4% | -14.9% | -26.9% |
| 1Y | +15.0% | -10.4% | +25.4% | +14.1% |
| 3Y | +560.8% | +4.4% | +556.4% | +483.6% |
| 5Y | +38.4% | -28.9% | +67.3% | +49.5% |
| All | +44.8% | -14.6% | +59.4% | +56.5% |
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