+4,236.9%
ETR vs EFX
+6,112.3%
-1,875.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -1.8% | -4.5% | +2.7% | -1.0% |
| 30D | -1.8% | -6.1% | +4.3% | -0.8% |
| 3M | -3.6% | +6.2% | -9.8% | -5.1% |
| 6M | +2.6% | -11.2% | +13.8% | +3.9% |
| YTD | +16.0% | -21.4% | +37.4% | +19.5% |
| 1Y | +20.1% | -34.3% | +54.5% | +27.6% |
| 3Y | +143.6% | -12.5% | +156.1% | +141.5% |
| 5Y | +124.4% | -35.6% | +159.9% | +131.0% |
| 10Y | +295.4% | +41.8% | +253.6% | +248.4% |
| All | +4,236.9% | +6,112.3% | -1,875.5% | +2,489.3% |
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