+245.6%
EFX vs ESI
+200.4%
+45.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.4% |
| 7D | -3.6% | +8.3% | -12.0% | -5.4% |
| 30D | +25.3% | -10.4% | +35.7% | +27.5% |
| 3M | +3.8% | -13.2% | +17.0% | +5.9% |
| 6M | +12.7% | -23.9% | +36.6% | +16.8% |
| YTD | -13.1% | +34.2% | -47.3% | -23.0% |
| 1Y | -9.3% | +22.2% | -31.6% | -17.8% |
| 3Y | +3.5% | +79.2% | -75.7% | -15.6% |
| 5Y | -30.6% | +38.1% | -68.8% | -40.7% |
| 10Y | +80.2% | +323.6% | -243.4% | +22.5% |
| All | +245.6% | +200.4% | +45.2% | +160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling