+234.1%
TER vs EFX
-32.8%
+266.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +1.9% |
| 7D | +12.4% | -9.4% | +21.7% | +6.2% |
| 30D | +5.1% | -6.9% | +12.0% | +1.7% |
| 3M | +4.0% | +0.1% | +3.8% | +7.7% |
| 6M | +29.5% | -17.3% | +46.9% | +26.7% |
| YTD | +98.5% | -21.8% | +120.3% | +91.8% |
| 1Y | +234.1% | -32.5% | +266.6% | +209.8% |
| All | +234.1% | -32.8% | +266.8% | +209.8% |
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