-68.3%
U vs EFX
-36.4%
-31.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +1.4% |
| 7D | +4.4% | -9.4% | +13.7% | +13.5% |
| 30D | -1.3% | -6.9% | +5.6% | +4.4% |
| 3M | +49.6% | +0.1% | +49.5% | +44.4% |
| 6M | +100.2% | -17.3% | +117.5% | +129.4% |
| YTD | -3.7% | -21.8% | +18.1% | +15.9% |
| 1Y | -6.5% | -32.5% | +26.0% | +28.0% |
| 3Y | +12.9% | -12.3% | +25.2% | +0.5% |
| 5Y | -68.3% | -36.6% | -31.7% | -59.0% |
| All | -68.3% | -36.4% | -31.9% | -59.0% |
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