+65.8%
EMR vs EFX
-36.4%
+102.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | +0.9% | -9.4% | +10.3% | +3.7% |
| 30D | -5.0% | -6.9% | +1.9% | -3.3% |
| 3M | +5.9% | +0.1% | +5.8% | +4.7% |
| 6M | +7.3% | -17.3% | +24.7% | +12.4% |
| YTD | +14.6% | -21.8% | +36.4% | +21.5% |
| 1Y | +15.6% | -32.5% | +48.2% | +28.2% |
| 3Y | +60.2% | -12.3% | +72.5% | +58.2% |
| 5Y | +65.8% | -36.6% | +102.5% | +80.7% |
| All | +65.8% | -36.4% | +102.3% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling