+52.7%
EFA vs EFX
-36.2%
+88.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -1.5% | -4.5% | +3.0% | -0.5% |
| 30D | -1.7% | -6.1% | +4.4% | -0.4% |
| 3M | +3.5% | +6.2% | -2.7% | +1.1% |
| 6M | +9.5% | -11.2% | +20.7% | +11.5% |
| YTD | +12.9% | -21.4% | +34.3% | +18.1% |
| 1Y | +18.2% | -34.3% | +52.5% | +29.7% |
| 3Y | +64.8% | -12.5% | +77.4% | +60.5% |
| All | +52.7% | -36.2% | +88.9% | +57.8% |
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