+22.9%
EIX vs EFX
+38.5%
-15.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | +4.1% | -9.4% | +13.5% | +6.6% |
| 30D | -15.3% | -6.9% | -8.4% | -13.8% |
| 3M | -18.4% | +0.1% | -18.6% | -18.9% |
| 6M | -16.8% | -17.3% | +0.5% | -13.5% |
| YTD | -0.6% | -21.8% | +21.3% | +4.4% |
| 1Y | +10.7% | -32.5% | +43.2% | +20.6% |
| 3Y | -4.5% | -12.3% | +7.9% | -5.4% |
| 5Y | +24.0% | -36.6% | +60.7% | +30.5% |
| 10Y | +22.9% | +41.0% | -18.1% | -3.0% |
| All | +22.9% | +38.5% | -15.6% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling