+190.4%
ETN vs EFX
-36.2%
+226.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +3.5% | -4.5% | +8.1% | +4.6% |
| 30D | -7.5% | -6.1% | -1.4% | -6.6% |
| 3M | +8.3% | +6.2% | +2.1% | +4.8% |
| 6M | +20.2% | -11.2% | +31.4% | +21.8% |
| YTD | +34.7% | -21.4% | +56.1% | +40.7% |
| 1Y | +19.4% | -34.3% | +53.8% | +32.4% |
| 3Y | +85.5% | -12.5% | +98.0% | +77.6% |
| All | +190.4% | -36.2% | +226.6% | +209.8% |
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 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