-6.7%
EFX vs EL
+25.6%
-32.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -3.9% | +1.0% |
| 7D | +9.2% | +2.5% | +6.7% | +8.5% |
| 30D | +34.8% | +20.1% | +14.7% | +29.7% |
| 3M | +8.8% | +29.3% | -20.4% | +2.9% |
| 6M | +12.3% | +38.8% | -26.5% | +5.0% |
| YTD | -10.6% | +8.1% | -18.7% | -18.9% |
| 1Y | -6.7% | +22.3% | -29.1% | -16.5% |
| All | -6.7% | +25.6% | -32.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling