+192.8%
TER vs EFX
+4.0%
+188.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.7% | +13.4% | +12.7% |
| 7D | -5.8% | -2.2% | -3.6% | -5.8% |
| 30D | -38.9% | +29.2% | -68.1% | -38.9% |
| 3M | -35.1% | +3.5% | -38.6% | -34.8% |
| 6M | -31.6% | +7.8% | -39.4% | -31.9% |
| YTD | +27.2% | -12.4% | +39.7% | +33.2% |
| 1Y | +35.2% | -8.2% | +43.5% | +38.5% |
| 3Y | +192.8% | +4.7% | +188.1% | +146.2% |
| All | +192.8% | +4.0% | +188.8% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling