+1,402.2%
RF vs EFX
+6,869.2%
-5,467.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | -0.9% | +2.7% | -3.6% | -2.1% |
| 30D | +6.0% | +33.1% | -27.1% | -6.9% |
| 3M | -8.9% | +8.2% | -17.1% | -13.0% |
| 6M | +2.3% | +10.2% | -7.8% | -4.1% |
| YTD | +7.6% | -11.8% | +19.4% | +9.3% |
| 1Y | +21.2% | -6.1% | +27.3% | +19.7% |
| 3Y | +108.5% | +7.5% | +101.0% | +87.5% |
| 5Y | +43.2% | -30.7% | +73.9% | +52.4% |
| 10Y | +288.1% | +68.7% | +219.4% | +164.7% |
| All | +1,402.2% | +6,869.2% | -5,467.0% | +319.7% |
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