+90.1%
RF vs EFX
-33.8%
+123.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +2.3% |
| 7D | +1.3% | -8.6% | +10.0% | +4.6% |
| 30D | -3.6% | +0.1% | -3.7% | -4.1% |
| 3M | +8.1% | +3.8% | +4.2% | +5.3% |
| 6M | +11.5% | -13.5% | +25.0% | +16.2% |
| YTD | +15.6% | -17.7% | +33.2% | +21.8% |
| 1Y | +15.7% | -25.6% | +41.3% | +26.5% |
| 3Y | +86.9% | -12.1% | +99.0% | +82.1% |
| All | +90.1% | -33.8% | +123.9% | +97.6% |
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