+407.3%
EFX vs INDA
+111.6%
+295.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -2.3% |
| 7D | -7.8% | -1.0% | -6.8% | -7.4% |
| 30D | -5.7% | -2.5% | -3.2% | -4.6% |
| 3M | +2.5% | +4.0% | -1.5% | +0.8% |
| 6M | -16.7% | -1.8% | -14.9% | -16.0% |
| YTD | -20.2% | -9.2% | -11.0% | -16.8% |
| 1Y | -31.4% | -7.2% | -24.2% | -29.2% |
| 3Y | -10.5% | +9.8% | -20.3% | -14.1% |
| 5Y | -35.2% | +7.5% | -42.7% | -37.3% |
| 10Y | +40.2% | +80.8% | -40.6% | +8.1% |
| All | +407.3% | +111.6% | +295.7% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling