+2,190.2%
EFX vs EL
+1,685.7%
+504.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.0% | -9.3% | -7.2% |
| 7D | -8.6% | +0.8% | -9.4% | -8.9% |
| 30D | +0.1% | +19.8% | -19.7% | -5.4% |
| 3M | +3.8% | +25.7% | -21.9% | -3.2% |
| 6M | -13.5% | +5.4% | -19.0% | -15.9% |
| YTD | -17.7% | +0.2% | -17.9% | -19.9% |
| 1Y | -25.6% | +20.4% | -46.0% | -31.9% |
| 3Y | -12.1% | -32.1% | +20.0% | -10.3% |
| 5Y | -33.8% | -67.2% | +33.4% | -16.7% |
| 10Y | +45.1% | +31.7% | +13.4% | +18.6% |
| All | +2,190.2% | +1,685.7% | +504.4% | +875.5% |
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 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