-30.6%
EFX vs EL
-65.5%
+34.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.4% |
| 7D | -3.6% | +2.7% | -6.3% | -4.4% |
| 30D | +25.3% | +10.8% | +14.5% | +21.5% |
| 3M | +3.8% | +26.5% | -22.7% | -3.4% |
| 6M | +12.7% | +31.1% | -18.4% | +3.4% |
| YTD | -13.1% | +6.6% | -19.8% | -17.3% |
| 1Y | -9.3% | +21.8% | -31.1% | -17.3% |
| 3Y | +3.5% | +1.8% | +1.8% | -8.4% |
| 5Y | -30.6% | -65.6% | +35.0% | +4.5% |
| All | -30.6% | -65.5% | +34.9% | +4.5% |
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 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