+38.9%
EFX vs M
-10.0%
+48.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +0.7% |
| 7D | -11.1% | -8.8% | -2.4% | -9.9% |
| 30D | -7.4% | -16.4% | +9.0% | -4.9% |
| 3M | +1.5% | -10.8% | +12.3% | +3.0% |
| 6M | -13.7% | +16.1% | -29.8% | -16.1% |
| YTD | -21.9% | -5.3% | -16.6% | -21.9% |
| 1Y | -30.8% | +24.9% | -55.6% | -33.9% |
| 3Y | -12.4% | +97.5% | -109.9% | -24.5% |
| 5Y | -35.9% | +20.4% | -56.3% | -42.4% |
| All | +38.9% | -10.0% | +48.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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