-73.3%
U vs EFX
-30.1%
-43.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.6% |
| 7D | +2.6% | -0.8% | +3.3% | +3.3% |
| 30D | +27.6% | +25.1% | +2.4% | +2.3% |
| 3M | +15.3% | +1.7% | +13.7% | +10.4% |
| 6M | +96.4% | +18.4% | +78.0% | +58.3% |
| YTD | +19.6% | -12.5% | +32.1% | +27.4% |
| 1Y | +42.1% | -8.1% | +50.2% | +43.3% |
| 3Y | +87.5% | +4.8% | +82.7% | +33.6% |
| All | -73.3% | -30.1% | -43.1% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling