+580.0%
XYZ vs EFX
+40.1%
+539.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -1.0% |
| 7D | +2.9% | -7.8% | +10.7% | +8.8% |
| 30D | +1.4% | -5.7% | +7.1% | +5.3% |
| 3M | +14.6% | +2.5% | +12.0% | +10.4% |
| 6M | +20.8% | -16.7% | +37.4% | +34.4% |
| YTD | +23.1% | -20.2% | +43.2% | +40.0% |
| 1Y | +5.6% | -31.4% | +37.0% | +33.1% |
| 3Y | +50.9% | -10.5% | +61.4% | +44.8% |
| 5Y | -68.6% | -35.2% | -33.3% | -61.1% |
| 10Y | +580.0% | +40.2% | +539.8% | +391.8% |
| All | +580.0% | +40.1% | +539.9% | +391.8% |
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