-35.2%
EFX vs ED
+71.7%
-106.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | -7.8% | +0.5% | -8.4% | -8.0% |
| 30D | -5.7% | +1.1% | -6.8% | -6.1% |
| 3M | +2.5% | +4.6% | -2.1% | +1.2% |
| 6M | -16.7% | -2.0% | -14.7% | -16.2% |
| YTD | -20.2% | +11.7% | -31.9% | -23.7% |
| 1Y | -31.4% | +15.7% | -47.1% | -35.4% |
| 3Y | -10.5% | +34.4% | -44.9% | -22.0% |
| 5Y | -35.2% | +67.3% | -102.5% | -45.2% |
| All | -35.2% | +71.7% | -106.9% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling