+47.4%
TER vs EFX
-7.6%
+55.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -4.9% |
| 7D | +14.4% | -0.8% | +15.1% | +13.9% |
| 30D | -30.6% | +25.1% | -55.7% | -19.4% |
| 3M | -39.2% | +1.7% | -40.8% | -37.0% |
| 6M | -31.3% | +18.4% | -49.6% | -21.6% |
| YTD | +29.1% | -12.5% | +41.6% | +39.6% |
| 1Y | +47.4% | -8.1% | +55.5% | +59.3% |
| All | +47.4% | -7.6% | +55.1% | +59.3% |
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