+227.6%
EFX vs ESI
+224.6%
+3.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.9% | -9.3% | -7.0% |
| 7D | -8.6% | +3.3% | -12.0% | -9.4% |
| 30D | +0.1% | -5.9% | +6.0% | +1.2% |
| 3M | +3.8% | -14.1% | +17.9% | +5.8% |
| 6M | -13.5% | +6.6% | -20.1% | -17.4% |
| YTD | -17.7% | +45.0% | -62.7% | -27.6% |
| 1Y | -25.6% | +41.5% | -67.0% | -34.4% |
| 3Y | -12.1% | +78.8% | -90.9% | -27.6% |
| 5Y | -33.8% | +70.9% | -104.7% | -45.4% |
| 10Y | +45.1% | +317.1% | -271.9% | -1.2% |
| All | +227.6% | +224.6% | +3.0% | +144.9% |
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