+39.7%
EFX vs ESI
+312.8%
-273.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -4.5% | -4.6% | +0.1% | -3.3% |
| 30D | -6.1% | -10.5% | +4.4% | -3.3% |
| 3M | +6.2% | -19.8% | +26.0% | +11.3% |
| 6M | -11.2% | +5.8% | -17.0% | -16.6% |
| YTD | -21.4% | +38.3% | -59.7% | -33.2% |
| 1Y | -34.3% | +31.5% | -65.8% | -43.6% |
| 3Y | -12.5% | +80.7% | -93.2% | -33.7% |
| 5Y | -35.6% | +69.4% | -105.0% | -50.7% |
| All | +39.7% | +312.8% | -273.1% | -16.8% |
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