+6,580.5%
EFX vs M
+401.4%
+6,179.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.2% |
| 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% | +5.5% |
| YTD | -11.8% | +7.6% | -19.4% | -14.4% |
| 1Y | -6.1% | +17.4% | -23.5% | -10.6% |
| 3Y | +7.5% | +108.4% | -100.9% | -13.5% |
| 5Y | -30.7% | -10.6% | -20.1% | -36.7% |
| 10Y | +68.7% | -3.2% | +71.9% | +26.9% |
| All | +6,580.5% | +401.4% | +6,179.0% | +2,788.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling