+387.6%
EFA vs EFX
+693.3%
-305.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.3% |
| 7D | -0.5% | -9.4% | +8.9% | +3.5% |
| 30D | -1.3% | -6.9% | +5.5% | +1.2% |
| 3M | +5.2% | +0.1% | +5.1% | +3.5% |
| 6M | +9.4% | -17.3% | +26.7% | +15.7% |
| YTD | +12.7% | -21.8% | +34.6% | +20.8% |
| 1Y | +19.3% | -32.5% | +51.8% | +35.4% |
| 3Y | +66.3% | -12.3% | +78.7% | +60.1% |
| 5Y | +53.4% | -36.6% | +90.0% | +64.7% |
| 10Y | +144.4% | +41.0% | +103.4% | +59.6% |
| All | +387.6% | +693.3% | -305.7% | +14.1% |
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