-10.5%
EFX vs ESI
+82.9%
-93.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.2% |
| 7D | -7.8% | +5.4% | -13.2% | -8.9% |
| 30D | -5.7% | -4.2% | -1.5% | -5.1% |
| 3M | +2.5% | -9.6% | +12.1% | +2.6% |
| 6M | -16.7% | +18.3% | -35.0% | -26.0% |
| YTD | -20.2% | +45.8% | -66.0% | -35.9% |
| 1Y | -31.4% | +39.2% | -70.5% | -44.2% |
| 3Y | -10.5% | +86.3% | -96.8% | -43.4% |
| All | -10.5% | +82.9% | -93.4% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling