+6,138.6%
EFX vs M
+396.5%
+5,742.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +3.8% | +0.9% | +3.0% | +3.2% |
| 6M | -13.5% | +22.3% | -35.8% | -17.7% |
| YTD | -17.7% | +6.5% | -24.2% | -19.7% |
| 1Y | -25.6% | +38.8% | -64.3% | -31.7% |
| 3Y | -12.1% | +115.9% | -128.0% | -29.8% |
| 5Y | -33.8% | +28.6% | -62.4% | -44.3% |
| 10Y | +45.1% | -2.5% | +47.7% | +9.0% |
| All | +6,138.6% | +396.5% | +5,742.1% | +2,607.4% |
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