-22.7%
U vs EFX
+24.7%
-47.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.7% |
| 7D | +2.6% | -0.8% | +3.3% | +3.2% |
| 30D | +27.6% | +25.1% | +2.4% | +4.1% |
| 3M | +15.3% | +1.7% | +13.7% | +10.8% |
| 6M | +96.4% | +18.4% | +78.0% | +61.6% |
| YTD | +19.6% | -12.5% | +32.1% | +26.9% |
| 1Y | +42.1% | -8.1% | +50.2% | +43.6% |
| 3Y | +87.5% | +4.8% | +82.7% | +48.5% |
| 5Y | -73.1% | -30.1% | -43.0% | -70.8% |
| All | -22.7% | +24.7% | -47.4% | -40.2% |
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