+20.1%
W vs EFX
-25.2%
+45.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.4% | +8.9% | +4.8% |
| 7D | -4.2% | -8.6% | +4.5% | -1.1% |
| 30D | -7.6% | +0.1% | -7.7% | -7.8% |
| 3M | +37.2% | +3.8% | +33.3% | +34.7% |
| 6M | +26.3% | -13.5% | +39.8% | +29.7% |
| YTD | -1.0% | -17.7% | +16.7% | +4.8% |
| 1Y | +20.1% | -25.6% | +45.7% | +28.6% |
| All | +20.1% | -25.2% | +45.3% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling