+1,148.0%
EIX vs EFX
+6,815.2%
-5,667.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +1.4% | -0.8% | +2.1% | +1.5% |
| 30D | +8.5% | +25.1% | -16.6% | +3.2% |
| 3M | -13.5% | +1.7% | -15.1% | -14.1% |
| 6M | -12.4% | +18.4% | -30.7% | -16.2% |
| YTD | +5.9% | -12.5% | +18.4% | +7.2% |
| 1Y | +7.6% | -8.1% | +15.7% | +7.7% |
| 3Y | +12.8% | +4.8% | +8.0% | +8.1% |
| 5Y | +19.2% | -30.1% | +49.3% | +22.1% |
| 10Y | +34.9% | +81.5% | -46.6% | +9.6% |
| All | +1,148.0% | +6,815.2% | -5,667.2% | +503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling