+20,176.5%
ETN vs EFX
+6,078.9%
+14,097.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.0% |
| 7D | +6.2% | -9.4% | +15.6% | +9.5% |
| 30D | -6.7% | -6.9% | +0.2% | -4.9% |
| 3M | +3.6% | +0.1% | +3.5% | +1.5% |
| 6M | +18.3% | -17.3% | +35.6% | +22.6% |
| YTD | +31.5% | -21.8% | +53.3% | +37.4% |
| 1Y | +20.6% | -32.5% | +53.1% | +31.9% |
| 3Y | +82.5% | -12.3% | +94.9% | +77.4% |
| 5Y | +177.8% | -36.6% | +214.4% | +195.8% |
| 10Y | +705.0% | +41.0% | +664.0% | +523.5% |
| All | +20,176.5% | +6,078.9% | +14,097.6% | +6,928.5% |
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