+78.4%
EFX vs ED
+143.7%
-65.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -3.6% | -1.7% | -1.9% | -3.0% |
| 30D | +25.3% | +10.7% | +14.6% | +20.6% |
| 3M | +3.8% | +11.6% | -7.8% | -0.4% |
| 6M | +12.7% | +13.5% | -0.8% | +7.5% |
| YTD | -13.1% | +23.1% | -36.3% | -20.3% |
| 1Y | -9.3% | +23.1% | -32.4% | -16.8% |
| 3Y | +3.5% | +47.9% | -44.4% | -12.9% |
| 5Y | -30.6% | +83.9% | -114.5% | -47.0% |
| All | +78.4% | +143.7% | -65.3% | +24.1% |
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