+210.1%
W vs EFX
+80.5%
+129.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | +0.2% | -0.8% | +0.9% | +0.7% |
| 30D | +6.8% | +25.1% | -18.3% | -11.3% |
| 3M | +10.7% | +1.7% | +9.0% | +7.1% |
| 6M | +86.3% | +18.4% | +68.0% | +57.1% |
| YTD | +11.5% | -12.5% | +24.0% | +16.1% |
| 1Y | +5.1% | -8.1% | +13.2% | +5.0% |
| 3Y | +171.0% | +4.8% | +166.2% | +140.2% |
| 5Y | -56.6% | -30.1% | -26.5% | -47.4% |
| All | +210.1% | +80.5% | +129.6% | +116.0% |
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