+152.3%
W vs EFX
+41.8%
+110.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | +0.5% | -11.1% | +11.6% | +9.5% |
| 30D | -5.6% | -7.4% | +1.8% | -0.6% |
| 3M | +41.9% | +1.5% | +40.4% | +37.1% |
| 6M | +30.2% | -13.7% | +43.9% | +41.9% |
| YTD | -2.9% | -21.9% | +18.9% | +11.7% |
| 1Y | +11.6% | -30.8% | +42.4% | +40.4% |
| 3Y | +37.0% | -12.4% | +49.3% | +41.9% |
| 5Y | -62.8% | -35.9% | -26.9% | -51.2% |
| All | +152.3% | +41.8% | +110.6% | +97.5% |
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