+6,459.5%
EFX vs ED
+2,217.3%
+4,242.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.0% | -5.9% |
| 7D | -8.6% | -0.2% | -8.5% | -8.5% |
| 30D | +0.1% | -0.1% | +0.2% | +0.2% |
| 3M | +3.8% | +3.9% | -0.1% | +2.5% |
| 6M | -13.5% | -3.0% | -10.5% | -12.6% |
| YTD | -17.7% | +10.7% | -28.3% | -21.2% |
| 1Y | -25.6% | +13.3% | -38.9% | -29.5% |
| 3Y | -12.1% | +34.5% | -46.6% | -22.7% |
| 5Y | -33.8% | +67.1% | -101.0% | -46.8% |
| 10Y | +45.1% | +103.0% | -57.9% | +6.1% |
| All | +6,459.5% | +2,217.3% | +4,242.2% | +2,272.4% |
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