+2,333.3%
EFX vs EL
+1,821.4%
+512.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -0.8% | +1.5% | -2.3% | -1.2% |
| 30D | +25.1% | +10.0% | +15.1% | +21.5% |
| 3M | +1.7% | +28.4% | -26.8% | -6.0% |
| 6M | +18.4% | +37.1% | -18.7% | +6.9% |
| YTD | -12.5% | +7.8% | -20.3% | -16.8% |
| 1Y | -8.1% | +26.0% | -34.1% | -16.8% |
| 3Y | +4.8% | +3.8% | +1.0% | -5.6% |
| 5Y | -30.1% | -65.2% | +35.1% | -13.6% |
| 10Y | +81.5% | +62.1% | +19.3% | +39.5% |
| All | +2,333.3% | +1,821.4% | +512.0% | +912.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling