+39.7%
EFX vs MKTX
+5.0%
+34.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -6.1% | +0.7% | -6.8% | -6.2% |
| 3M | +6.2% | +40.8% | -34.6% | -3.2% |
| 6M | -11.2% | -8.0% | -3.2% | -10.2% |
| YTD | -21.4% | -8.7% | -12.7% | -20.3% |
| 1Y | -34.3% | -11.8% | -22.5% | -33.0% |
| 3Y | -12.5% | -24.0% | +11.5% | -9.7% |
| 5Y | -35.6% | -60.3% | +24.8% | -24.7% |
| All | +39.7% | +5.0% | +34.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling