-9.4%
T vs EFX
-10.6%
+1.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.6% | -3.6% | +5.3% | +2.1% |
| 30D | -2.9% | +25.3% | -28.2% | -5.0% |
| 3M | -7.5% | +3.8% | -11.3% | -8.2% |
| 6M | -9.9% | +12.7% | -22.6% | -10.7% |
| YTD | -6.4% | -13.1% | +6.7% | -7.3% |
| 1Y | -9.4% | -9.3% | -0.1% | -11.4% |
| All | -9.4% | -10.6% | +1.2% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling