+14,183.4%
TER vs EFX
+6,408.3%
+7,775.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.4% | +11.9% | +8.5% |
| 7D | +0.6% | -8.6% | +9.3% | +4.7% |
| 30D | -8.3% | +0.1% | -8.4% | -9.3% |
| 3M | -12.2% | +3.8% | -16.1% | -17.7% |
| 6M | +17.1% | -13.5% | +30.6% | +18.2% |
| YTD | +84.7% | -17.7% | +102.3% | +87.2% |
| 1Y | +199.9% | -25.6% | +225.5% | +215.2% |
| 3Y | +232.8% | -12.1% | +244.9% | +213.2% |
| 5Y | +198.6% | -33.8% | +232.4% | +222.2% |
| 10Y | +1,669.7% | +45.1% | +1,624.6% | +1,108.6% |
| All | +14,183.4% | +6,408.3% | +7,775.2% | +2,343.5% |
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