-25.6%
EFX vs ET
+31.4%
-57.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.6% | -6.3% |
| 7D | -8.6% | +0.9% | -9.5% | -8.5% |
| 30D | +0.1% | +7.5% | -7.4% | +0.8% |
| 3M | +3.8% | +11.4% | -7.6% | +4.3% |
| 6M | -13.5% | +18.5% | -32.0% | -12.5% |
| YTD | -17.7% | +37.4% | -55.0% | -15.2% |
| 1Y | -25.6% | +30.9% | -56.5% | -24.5% |
| All | -25.6% | +31.4% | -57.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling