+79.7%
EFX vs ESI
+318.1%
-238.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -0.8% | +5.5% | -6.3% | -2.3% |
| 30D | +25.1% | -7.8% | +32.9% | +26.9% |
| 3M | +1.7% | -15.0% | +16.7% | +4.9% |
| 6M | +18.4% | -24.9% | +43.3% | +24.3% |
| YTD | -12.5% | +33.2% | -45.7% | -26.2% |
| 1Y | -8.1% | +24.9% | -33.0% | -20.8% |
| 3Y | +4.8% | +77.8% | -73.0% | -22.0% |
| 5Y | -30.1% | +37.1% | -67.3% | -44.6% |
| All | +79.7% | +318.1% | -238.4% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling