+75.2%
SPY vs EFX
-29.6%
+104.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | -2.0% | +1.1% | -0.4% |
| 30D | -2.4% | +27.9% | -30.2% | -8.9% |
| 3M | -1.2% | +3.8% | -5.0% | -2.8% |
| 6M | +3.3% | +13.0% | -9.7% | -1.7% |
| YTD | +12.3% | -12.4% | +24.7% | +14.5% |
| 1Y | +12.4% | -10.4% | +22.8% | +13.7% |
| 3Y | +78.8% | +4.4% | +74.4% | +62.4% |
| 5Y | +75.2% | -28.9% | +104.1% | +77.7% |
| All | +75.2% | -29.6% | +104.8% | +77.7% |
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 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