+64.4%
UL vs EFX
+42.6%
+21.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | -3.4% | -4.5% | +1.2% | -2.5% |
| 30D | +0.5% | -6.1% | +6.6% | +1.7% |
| 3M | +7.2% | +6.2% | +1.0% | +5.8% |
| 6M | -3.1% | -11.2% | +8.2% | -1.3% |
| YTD | -2.7% | -21.4% | +18.7% | +0.9% |
| 1Y | -10.2% | -34.3% | +24.1% | -3.6% |
| 3Y | +20.3% | -12.5% | +32.8% | +18.8% |
| 5Y | +19.9% | -35.6% | +55.5% | +24.2% |
| All | +64.4% | +42.6% | +21.8% | +40.4% |
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 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