+163.6%
W vs EFX
+171.8%
-8.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.4% | +8.9% | +7.4% |
| 7D | -4.2% | -8.6% | +4.5% | +2.4% |
| 30D | -7.6% | +0.1% | -7.7% | -8.2% |
| 3M | +37.2% | +3.8% | +33.3% | +30.4% |
| 6M | +26.3% | -13.5% | +39.8% | +37.5% |
| YTD | -1.0% | -17.7% | +16.7% | +9.6% |
| 1Y | +20.1% | -25.6% | +45.7% | +42.7% |
| 3Y | +37.8% | -12.1% | +49.9% | +42.9% |
| 5Y | -63.7% | -33.8% | -29.8% | -53.0% |
| 10Y | +156.3% | +45.1% | +111.2% | +88.5% |
| All | +163.6% | +171.8% | -8.2% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling