+248.6%
EFX vs ESI
+207.0%
+41.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.8% |
| 7D | -2.0% | +1.8% | -3.8% | -2.5% |
| 30D | +27.9% | -6.6% | +34.5% | +29.0% |
| 3M | +3.8% | -9.4% | +13.2% | +4.9% |
| 6M | +13.0% | -24.1% | +37.1% | +17.2% |
| YTD | -12.4% | +37.1% | -49.5% | -22.7% |
| 1Y | -10.4% | +24.5% | -34.9% | -19.1% |
| 3Y | +4.4% | +83.2% | -78.7% | -15.3% |
| 5Y | -28.9% | +44.0% | -72.8% | -39.8% |
| 10Y | +81.7% | +332.8% | -251.1% | +23.0% |
| All | +248.6% | +207.0% | +41.7% | +161.5% |
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