+441.0%
EFX vs ET
+1,447.8%
-1,006.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.2% |
| 7D | -9.4% | +0.6% | -10.0% | -9.5% |
| 30D | -6.9% | +5.3% | -12.2% | -7.9% |
| 3M | +0.1% | +15.6% | -15.5% | -2.9% |
| 6M | -17.3% | +20.6% | -37.9% | -20.7% |
| YTD | -21.8% | +38.5% | -60.4% | -27.2% |
| 1Y | -32.5% | +35.7% | -68.3% | -36.9% |
| 3Y | -12.3% | +98.4% | -110.7% | -24.3% |
| 5Y | -36.6% | +245.3% | -281.9% | -51.4% |
| 10Y | +41.0% | +173.7% | -132.7% | +5.9% |
| All | +441.0% | +1,447.8% | -1,006.8% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling