+10,451.6%
TER vs EFX
+6,765.9%
+3,685.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +24.0% | -3.6% | +27.6% | +26.0% |
| 30D | -30.6% | +25.3% | -55.9% | -38.8% |
| 3M | -34.5% | +3.8% | -38.3% | -37.9% |
| 6M | -26.4% | +12.7% | -39.1% | -35.6% |
| YTD | +36.4% | -13.1% | +49.6% | +31.4% |
| 1Y | +47.4% | -9.3% | +56.7% | +38.8% |
| 3Y | +202.6% | +3.5% | +199.0% | +156.7% |
| 5Y | +83.9% | -30.6% | +114.5% | +89.4% |
| 10Y | +1,068.0% | +80.2% | +987.8% | +600.3% |
| All | +10,451.6% | +6,765.9% | +3,685.7% | +1,615.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling