-62.1%
W vs EFX
-35.1%
-27.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +3.3% |
| 7D | +6.5% | -7.8% | +14.3% | +14.0% |
| 30D | -6.2% | -5.7% | -0.5% | -2.0% |
| 3M | +48.9% | +2.5% | +46.4% | +41.2% |
| 6M | +31.2% | -16.7% | +47.9% | +50.0% |
| YTD | -0.4% | -20.2% | +19.8% | +15.3% |
| 1Y | +14.8% | -31.4% | +46.2% | +53.3% |
| 3Y | +40.5% | -10.5% | +51.0% | +30.5% |
| 5Y | -62.1% | -35.2% | -26.9% | -57.1% |
| All | -62.1% | -35.1% | -27.1% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling