+1,872.1%
T vs EFX
+6,408.3%
-4,536.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.4% | -0.5% |
| 7D | -1.3% | -8.6% | +7.4% | +0.8% |
| 30D | +11.4% | +0.1% | +11.3% | +11.2% |
| 3M | +14.3% | +3.8% | +10.4% | +12.8% |
| 6M | -9.3% | -13.5% | +4.3% | -7.0% |
| YTD | +7.1% | -17.7% | +24.8% | +10.3% |
| 1Y | -9.1% | -25.6% | +16.5% | -4.3% |
| 3Y | +105.3% | -12.1% | +117.4% | +101.9% |
| 5Y | +66.8% | -33.8% | +100.6% | +71.2% |
| 10Y | +66.8% | +45.1% | +21.6% | +35.0% |
| All | +1,872.1% | +6,408.3% | -4,536.1% | +706.6% |
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