+1,514.2%
RF vs EFX
+6,408.3%
-4,894.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +2.7% |
| 7D | +1.3% | -8.6% | +10.0% | +5.2% |
| 30D | -3.6% | +0.1% | -3.7% | -4.1% |
| 3M | +8.1% | +3.8% | +4.2% | +4.8% |
| 6M | +11.5% | -13.5% | +25.0% | +16.3% |
| YTD | +15.6% | -17.7% | +33.2% | +21.9% |
| 1Y | +15.7% | -25.6% | +41.3% | +26.8% |
| 3Y | +86.9% | -12.1% | +99.0% | +84.9% |
| 5Y | +89.8% | -33.8% | +123.6% | +107.2% |
| 10Y | +344.7% | +45.1% | +299.5% | +226.2% |
| All | +1,514.2% | +6,408.3% | -4,894.1% | +368.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling