+21.2%
UL vs EFX
-12.7%
+33.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | -3.2% | -9.4% | +6.2% | -1.7% |
| 30D | -0.6% | -6.9% | +6.3% | +0.5% |
| 3M | +9.4% | +0.1% | +9.3% | +9.4% |
| 6M | -4.1% | -17.3% | +13.2% | -2.0% |
| YTD | -2.0% | -21.8% | +19.9% | +0.6% |
| 1Y | -9.0% | -32.5% | +23.6% | -4.7% |
| All | +21.2% | -12.7% | +33.8% | +20.7% |
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