+78.4%
V vs EFX
+4.0%
+74.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | -0.8% | -2.2% | +1.4% | -0.3% |
| 30D | +9.5% | +29.2% | -19.7% | +2.8% |
| 3M | +16.7% | +3.5% | +13.2% | +15.3% |
| 6M | +32.9% | +7.8% | +25.2% | +29.4% |
| YTD | +21.1% | -12.4% | +33.5% | +23.2% |
| 1Y | +26.6% | -8.2% | +34.9% | +27.4% |
| 3Y | +78.4% | +4.7% | +73.7% | +79.9% |
| All | +78.4% | +4.0% | +74.4% | +79.9% |
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 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