-32.8%
EFX vs M
+27.3%
-60.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -8.9% | -6.9% |
| 7D | -8.6% | +4.7% | -13.4% | -9.5% |
| 30D | +0.1% | -9.6% | +9.8% | +2.0% |
| 3M | +3.8% | +0.9% | +3.0% | +3.3% |
| 6M | -13.5% | +22.3% | -35.8% | -17.5% |
| YTD | -17.7% | +6.5% | -24.2% | -19.6% |
| 1Y | -25.6% | +38.8% | -64.3% | -31.5% |
| 3Y | -12.1% | +115.9% | -128.0% | -30.5% |
| All | -32.8% | +27.3% | -60.1% | -42.5% |
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 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