+6,869.6%
EFX vs ED
+2,513.4%
+4,356.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | -0.8% | +2.1% | -2.8% | -1.5% |
| 30D | +25.1% | +10.4% | +14.7% | +20.7% |
| 3M | +1.7% | +12.5% | -10.9% | -2.6% |
| 6M | +18.4% | +14.9% | +3.5% | +12.5% |
| YTD | -12.5% | +24.8% | -37.3% | -19.8% |
| 1Y | -8.1% | +23.8% | -31.9% | -15.6% |
| 3Y | +4.8% | +51.6% | -46.9% | -11.7% |
| 5Y | -30.1% | +86.4% | -116.6% | -45.9% |
| 10Y | +81.5% | +145.4% | -64.0% | +23.8% |
| All | +6,869.6% | +2,513.4% | +4,356.2% | +2,312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling