+554.0%
XYZ vs EFX
+91.1%
+462.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +3.2% |
| 7D | +12.1% | +2.7% | +9.4% | +10.1% |
| 30D | +12.4% | +33.1% | -20.7% | -9.1% |
| 3M | +8.2% | +8.2% | 0.0% | +0.6% |
| 6M | +20.7% | +10.2% | +10.5% | +8.9% |
| YTD | +31.3% | -11.8% | +43.2% | +37.5% |
| 1Y | +20.5% | -6.1% | +26.6% | +20.1% |
| 3Y | +72.6% | +7.5% | +65.1% | +42.9% |
| 5Y | -64.0% | -30.7% | -33.3% | -57.9% |
| 10Y | +601.8% | +68.7% | +533.1% | +340.9% |
| All | +554.0% | +91.1% | +462.9% | +267.6% |
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