+261.5%
RF vs EFX
+63.8%
+197.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | -0.1% | -2.2% | +2.0% | +0.7% |
| 30D | +7.0% | +29.2% | -22.2% | -4.1% |
| 3M | -7.0% | +3.5% | -10.5% | -9.2% |
| 6M | +6.8% | +7.8% | -1.0% | +1.4% |
| YTD | +9.9% | -12.4% | +22.3% | +12.4% |
| 1Y | +21.1% | -8.2% | +29.4% | +21.3% |
| 3Y | +119.6% | +4.7% | +114.9% | +98.7% |
| 5Y | +46.2% | -32.0% | +78.2% | +56.4% |
| 10Y | +261.5% | +69.1% | +192.5% | +157.2% |
| All | +261.5% | +63.8% | +197.7% | +157.2% |
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