+79.7%
EFX vs M
-7.1%
+86.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -0.8% | +7.0% | -7.8% | -1.9% |
| 30D | +25.1% | +8.9% | +16.2% | +23.3% |
| 3M | +1.7% | +4.5% | -2.8% | +0.7% |
| 6M | +18.4% | +36.2% | -17.8% | +12.2% |
| YTD | -12.5% | +15.1% | -27.6% | -15.3% |
| 1Y | -8.1% | +27.4% | -35.5% | -12.5% |
| 3Y | +4.8% | +160.1% | -155.4% | -13.6% |
| 5Y | -30.1% | -1.6% | -28.6% | -36.0% |
| All | +79.7% | -7.1% | +86.8% | +41.3% |
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