-31.3%
EFX vs M
-11.5%
-19.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.3% |
| 7D | +2.7% | -4.3% | +7.0% | +3.5% |
| 30D | +33.1% | +1.3% | +31.8% | +32.7% |
| 3M | +8.2% | -7.4% | +15.5% | +9.6% |
| 6M | +10.2% | +18.3% | -8.2% | +5.7% |
| YTD | -11.8% | +7.6% | -19.4% | -14.3% |
| 1Y | -6.1% | +17.4% | -23.5% | -10.5% |
| 3Y | +7.5% | +108.4% | -100.9% | -15.0% |
| All | -31.3% | -11.5% | -19.8% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling