+39.7%
EFX vs ED
+108.5%
-68.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -4.5% | -0.8% | -3.8% | -4.3% |
| 30D | -6.1% | -0.4% | -5.7% | -5.9% |
| 3M | +6.2% | +0.5% | +5.7% | +6.2% |
| 6M | -11.2% | -3.1% | -8.1% | -10.2% |
| YTD | -21.4% | +9.8% | -31.2% | -24.7% |
| 1Y | -34.3% | +12.6% | -46.9% | -37.8% |
| 3Y | -12.5% | +31.4% | -43.9% | -23.2% |
| 5Y | -35.6% | +69.4% | -105.0% | -49.4% |
| All | +39.7% | +108.5% | -68.8% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling