+11.9%
U vs EFX
-12.7%
+24.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.7% |
| 7D | +4.4% | -9.4% | +13.7% | +10.4% |
| 30D | -1.3% | -6.9% | +5.6% | +2.6% |
| 3M | +49.6% | +0.1% | +49.5% | +46.7% |
| 6M | +100.2% | -17.3% | +117.5% | +121.3% |
| YTD | -3.7% | -21.8% | +18.1% | +10.4% |
| 1Y | -6.5% | -32.5% | +26.0% | +16.9% |
| All | +11.9% | -12.7% | +24.6% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling