+3,912.1%
EMR vs EFX
+6,408.3%
-2,496.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +3.9% |
| 7D | -1.5% | -8.6% | +7.1% | +1.4% |
| 30D | -5.6% | +0.1% | -5.7% | -5.9% |
| 3M | +7.9% | +3.8% | +4.1% | +5.3% |
| 6M | +6.0% | -13.5% | +19.5% | +9.5% |
| YTD | +16.4% | -17.7% | +34.1% | +21.5% |
| 1Y | +16.6% | -25.6% | +42.2% | +25.3% |
| 3Y | +62.9% | -12.1% | +75.0% | +61.4% |
| 5Y | +60.1% | -33.8% | +93.9% | +70.4% |
| 10Y | +268.8% | +45.1% | +223.6% | +189.7% |
| All | +3,912.1% | +6,408.3% | -2,496.2% | +1,254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling