+39.7%
EFX vs EL
+26.1%
+13.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -4.5% | -6.5% | +1.9% | -2.6% |
| 30D | -6.1% | +11.1% | -17.2% | -9.5% |
| 3M | +6.2% | +10.7% | -4.5% | +2.6% |
| 6M | -11.2% | +6.9% | -18.1% | -14.1% |
| YTD | -21.4% | -6.3% | -15.1% | -22.2% |
| 1Y | -34.3% | +13.5% | -47.8% | -39.4% |
| 3Y | -12.5% | -33.1% | +20.5% | -9.8% |
| 5Y | -35.6% | -68.8% | +33.2% | -11.8% |
| All | +39.7% | +26.1% | +13.5% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling