+4,285.9%
EMR vs EFX
+6,825.8%
-2,539.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.0% | -2.0% | 0.0% | -1.4% |
| 30D | +2.8% | +27.9% | -25.1% | -5.9% |
| 3M | +2.0% | +3.8% | -1.9% | -0.4% |
| 6M | +20.7% | +13.0% | +7.7% | +13.3% |
| YTD | +27.3% | -12.4% | +39.7% | +29.0% |
| 1Y | +31.0% | -10.4% | +41.4% | +31.7% |
| 3Y | +103.6% | +4.4% | +99.2% | +89.2% |
| 5Y | +88.6% | -28.9% | +117.5% | +94.7% |
| 10Y | +280.6% | +81.7% | +198.9% | +175.9% |
| All | +4,285.9% | +6,825.8% | -2,539.9% | +1,338.6% |
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