+64.2%
T vs EFX
-36.4%
+100.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | -3.1% | -9.4% | +6.3% | -2.1% |
| 30D | +4.6% | -6.9% | +11.5% | +5.3% |
| 3M | +12.2% | +0.1% | +12.1% | +12.1% |
| 6M | -6.5% | -17.3% | +10.9% | -5.0% |
| YTD | +4.9% | -21.8% | +26.7% | +7.0% |
| 1Y | -10.5% | -32.5% | +22.1% | -7.2% |
| 3Y | +104.6% | -12.3% | +116.9% | +102.6% |
| 5Y | +64.2% | -36.6% | +100.8% | +58.1% |
| All | +64.2% | -36.4% | +100.6% | +58.1% |
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 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