+199.8%
TER vs EFX
-25.2%
+225.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.4% | +11.8% | +1.6% |
| 7D | +0.6% | -8.6% | +9.2% | -4.5% |
| 30D | -8.3% | +0.1% | -8.4% | -7.5% |
| 3M | -12.2% | +3.8% | -16.1% | -6.8% |
| 6M | +17.0% | -13.5% | +30.5% | +17.8% |
| YTD | +84.6% | -17.7% | +102.3% | +84.1% |
| 1Y | +199.8% | -25.6% | +225.4% | +190.8% |
| All | +199.8% | -25.2% | +225.0% | +190.8% |
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