+27.2%
EIX vs EFX
-35.1%
+62.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.1% | +7.6% | +5.2% |
| 7D | +0.9% | -7.8% | +8.7% | +2.6% |
| 30D | -13.5% | -5.7% | -7.8% | -12.5% |
| 3M | -15.3% | +2.5% | -17.8% | -16.0% |
| 6M | -15.3% | -16.7% | +1.3% | -12.5% |
| YTD | +2.7% | -20.2% | +22.9% | +6.8% |
| 1Y | +17.4% | -31.4% | +48.8% | +26.4% |
| 3Y | -1.3% | -10.5% | +9.2% | -2.0% |
| 5Y | +27.2% | -35.2% | +62.4% | +22.6% |
| All | +27.2% | -35.1% | +62.3% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling