-25.6%
EFX vs ESI
+44.5%
-70.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.9% | -9.3% | -6.2% |
| 7D | -8.6% | +3.3% | -12.0% | -8.4% |
| 30D | +0.1% | -5.9% | +6.0% | -0.2% |
| 3M | +3.8% | -14.1% | +17.9% | +3.2% |
| 6M | -13.5% | +6.6% | -20.1% | -17.6% |
| YTD | -17.7% | +45.0% | -62.7% | -25.6% |
| 1Y | -25.6% | +41.5% | -67.0% | -32.3% |
| All | -25.6% | +44.5% | -70.1% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling