+533.2%
XYZ vs EFX
+78.5%
+454.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.6% | +3.8% |
| 7D | -1.0% | -8.6% | +7.7% | +5.4% |
| 30D | -1.7% | +0.1% | -1.8% | -2.3% |
| 3M | +16.7% | +3.8% | +12.9% | +11.4% |
| 6M | +26.9% | -13.5% | +40.4% | +37.4% |
| YTD | +27.1% | -17.7% | +44.8% | +41.3% |
| 1Y | +9.3% | -25.6% | +34.8% | +29.2% |
| 3Y | +42.3% | -12.1% | +54.4% | +39.4% |
| 5Y | -69.3% | -33.8% | -35.5% | -62.5% |
| 10Y | +586.8% | +45.1% | +541.7% | +381.3% |
| All | +533.2% | +78.5% | +454.8% | +277.9% |
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