-36.6%
EFX vs EL
-68.4%
+31.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.3% |
| 7D | -9.4% | -2.4% | -7.0% | -8.8% |
| 30D | -6.9% | +13.7% | -20.6% | -10.5% |
| 3M | +0.1% | +14.5% | -14.4% | -4.0% |
| 6M | -17.3% | +7.4% | -24.7% | -19.9% |
| YTD | -21.8% | -4.7% | -17.1% | -23.0% |
| 1Y | -32.5% | +12.9% | -45.5% | -37.3% |
| 3Y | -12.3% | -32.2% | +19.9% | -9.3% |
| 5Y | -36.6% | -68.4% | +31.8% | -2.7% |
| All | -36.6% | -68.4% | +31.8% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling