+290.1%
ETR vs EFX
+42.6%
+247.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -1.8% | -4.5% | +2.7% | -0.8% |
| 30D | -1.8% | -6.1% | +4.3% | -0.5% |
| 3M | -3.6% | +6.2% | -9.8% | -5.7% |
| 6M | +2.6% | -11.2% | +13.8% | +4.3% |
| YTD | +16.0% | -21.4% | +37.4% | +20.9% |
| 1Y | +20.1% | -34.3% | +54.5% | +31.1% |
| 3Y | +143.6% | -12.5% | +156.1% | +137.0% |
| 5Y | +124.4% | -35.6% | +159.9% | +133.0% |
| All | +290.1% | +42.6% | +247.5% | +198.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling