+219.1%
TER vs EFX
-35.1%
+254.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +5.2% |
| 7D | +11.0% | -7.8% | +18.8% | +13.5% |
| 30D | -1.9% | -5.7% | +3.8% | -0.8% |
| 3M | -0.7% | +2.5% | -3.2% | -5.1% |
| 6M | +36.4% | -16.7% | +53.0% | +41.5% |
| YTD | +92.4% | -20.2% | +112.6% | +100.5% |
| 1Y | +213.5% | -31.4% | +244.9% | +251.1% |
| 3Y | +277.2% | -10.5% | +287.7% | +237.1% |
| 5Y | +219.1% | -35.2% | +254.3% | +256.0% |
| All | +219.1% | -35.1% | +254.2% | +256.0% |
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