+280.4%
EMR vs EFX
+80.5%
+199.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +2.8% | -0.8% | +3.6% | +3.1% |
| 30D | +3.7% | +25.1% | -21.5% | -4.5% |
| 3M | +2.0% | +1.7% | +0.4% | +0.4% |
| 6M | +22.1% | +18.4% | +3.7% | +12.5% |
| YTD | +27.2% | -12.5% | +39.7% | +29.7% |
| 1Y | +32.0% | -8.1% | +40.1% | +32.1% |
| 3Y | +103.3% | +4.8% | +98.5% | +86.4% |
| 5Y | +88.2% | -30.1% | +118.3% | +97.1% |
| All | +280.4% | +80.5% | +199.9% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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