+34.3%
EIX vs EFX
+78.9%
-44.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.5% | -2.0% | -0.6% | -2.1% |
| 30D | +7.7% | +27.9% | -20.2% | +1.0% |
| 3M | -12.9% | +3.8% | -16.7% | -14.0% |
| 6M | -12.7% | +13.0% | -25.7% | -16.1% |
| YTD | +5.5% | -12.4% | +17.8% | +7.2% |
| 1Y | +9.4% | -10.4% | +19.8% | +10.4% |
| 3Y | +9.7% | +4.4% | +5.3% | +3.8% |
| 5Y | +16.9% | -28.9% | +45.8% | +19.4% |
| 10Y | +34.3% | +81.7% | -47.5% | -1.1% |
| All | +34.3% | +78.9% | -44.6% | -1.1% |
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 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