+47.7%
XYZ vs EFX
-10.5%
+58.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.6% | +2.6% |
| 7D | -1.0% | -8.6% | +7.7% | +3.7% |
| 30D | -1.7% | +0.1% | -1.8% | -2.1% |
| 3M | +16.7% | +3.8% | +12.9% | +12.9% |
| 6M | +26.9% | -13.5% | +40.4% | +35.2% |
| YTD | +27.1% | -17.7% | +44.8% | +38.6% |
| 1Y | +9.3% | -25.6% | +34.8% | +24.7% |
| All | +47.7% | -10.5% | +58.2% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling