-69.4%
PL vs EFX
+13.6%
-82.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.8% | -11.0% | -9.7% |
| 7D | -20.5% | +8.1% | -28.6% | -17.6% |
| 30D | -38.8% | +36.0% | -74.8% | -29.9% |
| 3M | -49.1% | +9.6% | -58.7% | -47.1% |
| 6M | -69.4% | +14.7% | -84.1% | -66.4% |
| All | -69.4% | +13.6% | -82.9% | -66.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling