-35.9%
EFX vs INDA
+4.5%
-40.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.8% |
| 7D | -11.1% | -3.6% | -7.5% | -8.6% |
| 30D | -7.4% | -4.0% | -3.4% | -4.5% |
| 3M | +1.5% | +1.7% | -0.2% | +0.2% |
| 6M | -13.7% | -3.6% | -10.0% | -11.3% |
| YTD | -21.9% | -11.0% | -10.9% | -14.8% |
| 1Y | -30.8% | -9.5% | -21.3% | -25.7% |
| 3Y | -12.4% | +7.6% | -20.0% | -19.8% |
| 5Y | -35.9% | +4.8% | -40.7% | -41.8% |
| All | -35.9% | +4.5% | -40.4% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling