-36.6%
EFX vs ESI
+74.4%
-111.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -9.4% | +3.9% | -13.3% | -10.6% |
| 30D | -6.9% | -3.8% | -3.1% | -6.1% |
| 3M | +0.1% | -13.1% | +13.3% | +2.3% |
| 6M | -17.3% | +11.3% | -28.7% | -26.1% |
| YTD | -21.8% | +44.1% | -65.9% | -39.3% |
| 1Y | -32.5% | +40.3% | -72.9% | -47.5% |
| 3Y | -12.3% | +84.1% | -96.4% | -44.0% |
| 5Y | -36.6% | +75.8% | -112.4% | -60.1% |
| All | -36.6% | +74.4% | -111.1% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling