+38.9%
EFX vs ED
+109.0%
-70.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -11.1% | -1.9% | -9.3% | -10.5% |
| 30D | -7.4% | +0.1% | -7.5% | -7.4% |
| 3M | +1.5% | 0.0% | +1.5% | +1.6% |
| 6M | -13.7% | -2.5% | -11.2% | -13.0% |
| YTD | -21.9% | +10.1% | -32.0% | -25.2% |
| 1Y | -30.8% | +13.6% | -44.4% | -34.7% |
| 3Y | -12.4% | +32.4% | -44.8% | -23.3% |
| 5Y | -35.9% | +69.9% | -105.8% | -49.8% |
| All | +38.9% | +109.0% | -70.2% | +1.0% |
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