+6,532.5%
EFX vs M
+444.9%
+6,087.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +0.3% | +5.0% | -4.8% | -0.9% |
| 30D | +29.1% | +10.6% | +18.5% | +26.3% |
| 3M | +4.3% | +1.6% | +2.7% | +3.6% |
| 6M | +7.7% | +30.8% | -23.1% | +1.0% |
| YTD | -12.5% | +16.9% | -29.4% | -16.5% |
| 1Y | -8.8% | +26.3% | -35.1% | -14.6% |
| 3Y | +4.3% | +158.6% | -154.3% | -19.7% |
| 5Y | -29.4% | +2.1% | -31.5% | -37.3% |
| 10Y | +78.1% | -4.3% | +82.5% | +35.0% |
| All | +6,532.5% | +444.9% | +6,087.7% | +2,716.4% |
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