+72.4%
TER vs EFX
-31.8%
+104.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.7% | +13.4% | +12.9% |
| 7D | -5.8% | -2.2% | -3.6% | -5.4% |
| 30D | -38.9% | +29.2% | -68.1% | -43.6% |
| 3M | -35.1% | +3.5% | -38.6% | -36.7% |
| 6M | -31.6% | +7.8% | -39.4% | -36.0% |
| YTD | +27.2% | -12.4% | +39.7% | +27.9% |
| 1Y | +35.2% | -8.2% | +43.5% | +32.1% |
| 3Y | +192.8% | +4.7% | +188.1% | +142.3% |
| 5Y | +72.4% | -32.0% | +104.5% | +87.4% |
| All | +72.4% | -31.8% | +104.2% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling