+455.4%
V vs EFX
+78.7%
+376.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +9.9% | +29.1% | -19.2% | +0.2% |
| 3M | +17.5% | +4.3% | +13.2% | +15.0% |
| 6M | +33.5% | +7.7% | +25.7% | +28.2% |
| YTD | +21.6% | -12.5% | +34.0% | +24.4% |
| 1Y | +27.6% | -8.8% | +36.4% | +28.6% |
| 3Y | +76.4% | +4.3% | +72.1% | +61.3% |
| 5Y | +103.8% | -29.4% | +133.2% | +112.3% |
| All | +455.4% | +78.7% | +376.7% | +255.0% |
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 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