+336.7%
RF vs EFX
+40.1%
+296.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | +0.1% |
| 7D | +2.7% | -7.8% | +10.5% | +6.0% |
| 30D | -3.4% | -5.7% | +2.4% | -1.4% |
| 3M | +6.4% | +2.5% | +3.8% | +3.9% |
| 6M | +13.4% | -16.7% | +30.1% | +20.2% |
| YTD | +14.2% | -20.2% | +34.4% | +22.1% |
| 1Y | +15.7% | -31.4% | +47.1% | +31.5% |
| 3Y | +91.3% | -10.5% | +101.8% | +86.3% |
| 5Y | +89.8% | -35.2% | +125.0% | +107.2% |
| 10Y | +336.7% | +40.2% | +296.5% | +233.1% |
| All | +336.7% | +40.1% | +296.6% | +233.1% |
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