+32.9%
PL vs EFX
-30.1%
+62.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | +22.3% | -3.6% | +25.9% | +24.2% |
| 30D | -8.3% | +25.3% | -33.6% | -19.4% |
| 3M | -43.3% | +3.8% | -47.1% | -45.7% |
| 6M | -65.8% | +12.7% | -78.5% | -69.9% |
| YTD | -29.5% | -13.1% | -16.4% | -28.9% |
| 1Y | +11.7% | -9.3% | +21.1% | +9.6% |
| 3Y | +540.6% | +3.5% | +537.0% | +455.2% |
| 5Y | +32.9% | -30.6% | +63.5% | +62.7% |
| All | +32.9% | -30.1% | +62.9% | +62.7% |
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