+1,058.2%
EIX vs EFX
+6,408.3%
-5,350.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +2.2% |
| 7D | -19.1% | -8.6% | -10.5% | -17.5% |
| 30D | -16.9% | +0.1% | -17.0% | -16.9% |
| 3M | -20.0% | +3.8% | -23.8% | -20.9% |
| 6M | -21.3% | -13.5% | -7.8% | -19.5% |
| YTD | -1.7% | -17.7% | +16.0% | +1.2% |
| 1Y | +9.6% | -25.6% | +35.1% | +15.1% |
| 3Y | -3.7% | -12.1% | +8.4% | -4.0% |
| 5Y | +22.6% | -33.8% | +56.4% | +27.3% |
| 10Y | +17.7% | +45.1% | -27.5% | +0.4% |
| All | +1,058.2% | +6,408.3% | -5,350.0% | +469.7% |
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