-38.4%
U vs EFX
+11.4%
-49.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | 0.0% | -11.1% | +11.1% | +9.9% |
| 30D | -4.1% | -7.4% | +3.3% | +1.5% |
| 3M | +57.8% | +1.5% | +56.3% | +51.1% |
| 6M | +103.5% | -13.7% | +117.2% | +122.4% |
| YTD | -4.8% | -21.9% | +17.1% | +13.3% |
| 1Y | -2.4% | -30.8% | +28.4% | +27.2% |
| 3Y | +11.7% | -12.4% | +24.0% | +6.0% |
| 5Y | -68.9% | -35.9% | -32.9% | -62.5% |
| All | -38.4% | +11.4% | -49.8% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling