+16.6%
EIX vs EFX
-7.5%
+24.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.9% |
| 7D | +4.5% | +9.2% | -4.7% | +3.5% |
| 30D | +15.2% | +34.8% | -19.6% | +11.7% |
| 3M | -11.6% | +8.8% | -20.4% | -12.2% |
| 6M | -8.4% | +12.3% | -20.7% | -9.3% |
| YTD | +8.2% | -10.6% | +18.8% | +10.0% |
| 1Y | +16.6% | -6.7% | +23.3% | +18.1% |
| All | +16.6% | -7.5% | +24.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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