+638.0%
XYZ vs EFX
+63.8%
+574.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +4.1% |
| 7D | +14.9% | -2.2% | +17.1% | +16.8% |
| 30D | +14.7% | +29.2% | -14.5% | -5.3% |
| 3M | +12.1% | +3.5% | +8.6% | +7.7% |
| 6M | +18.3% | +7.8% | +10.5% | +8.4% |
| YTD | +36.1% | -12.4% | +48.5% | +43.1% |
| 1Y | +35.3% | -8.2% | +43.6% | +37.3% |
| 3Y | +73.5% | +4.7% | +68.8% | +45.8% |
| 5Y | -61.6% | -32.0% | -29.6% | -54.7% |
| 10Y | +638.0% | +69.1% | +568.9% | +367.8% |
| All | +638.0% | +63.8% | +574.2% | +367.8% |
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