-31.1%
EFX vs M
+35.8%
-66.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.8% |
| 7D | -7.8% | +2.4% | -10.2% | -8.1% |
| 30D | -5.7% | -11.6% | +5.9% | -4.5% |
| 3M | +2.5% | +1.6% | +0.9% | +2.6% |
| 6M | -16.7% | +25.2% | -41.9% | -18.4% |
| YTD | -20.2% | +3.8% | -23.9% | -20.7% |
| All | -31.1% | +35.8% | -66.9% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling