+1,895.7%
TER vs EFX
+38.5%
+1,857.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.9% |
| 7D | +12.4% | -9.4% | +21.7% | +16.1% |
| 30D | +5.1% | -6.9% | +12.0% | +7.0% |
| 3M | +4.0% | +0.1% | +3.8% | -0.2% |
| 6M | +29.5% | -17.3% | +46.9% | +33.8% |
| YTD | +98.5% | -21.8% | +120.3% | +106.6% |
| 1Y | +234.1% | -32.5% | +266.6% | +270.2% |
| 3Y | +289.0% | -12.3% | +301.4% | +263.1% |
| 5Y | +228.2% | -36.6% | +264.8% | +255.3% |
| 10Y | +1,895.7% | +41.0% | +1,854.6% | +1,362.8% |
| All | +1,895.7% | +38.5% | +1,857.2% | +1,362.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling