+11,386.8%
ENB vs EFX
+6,815.2%
+4,571.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +3.1% | -0.8% | +3.9% | +3.3% |
| 30D | +2.1% | +25.1% | -23.0% | -1.8% |
| 3M | -4.4% | +1.7% | -6.1% | -5.1% |
| 6M | -10.1% | +18.4% | -28.4% | -13.3% |
| YTD | +5.2% | -12.5% | +17.7% | +5.9% |
| 1Y | +4.2% | -8.1% | +12.3% | +4.0% |
| 3Y | +70.1% | +4.8% | +65.3% | +63.0% |
| 5Y | +59.4% | -30.1% | +89.5% | +61.3% |
| 10Y | +109.5% | +81.5% | +28.1% | +78.0% |
| All | +11,386.8% | +6,815.2% | +4,571.6% | +7,281.8% |
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