+374.9%
V vs EFX
+41.8%
+333.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.0% | -11.1% | +8.1% | +0.9% |
| 30D | +1.2% | -7.4% | +8.6% | +3.8% |
| 3M | +13.9% | +1.5% | +12.4% | +12.5% |
| 6M | +17.2% | -13.7% | +30.9% | +21.9% |
| YTD | +5.3% | -21.9% | +27.2% | +12.7% |
| 1Y | +9.5% | -30.8% | +40.3% | +22.0% |
| 3Y | +51.9% | -12.4% | +64.3% | +48.4% |
| 5Y | +69.6% | -35.9% | +105.5% | +82.8% |
| All | +374.9% | +41.8% | +333.2% | +245.9% |
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