+4,511.1%
ETR vs EFX
+6,825.8%
-2,314.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.4% |
| 30D | +7.7% | +27.9% | -20.2% | +3.0% |
| 3M | +5.7% | +3.8% | +1.9% | +4.6% |
| 6M | -0.3% | +13.0% | -13.3% | -3.3% |
| YTD | +23.4% | -12.4% | +35.7% | +24.3% |
| 1Y | +18.5% | -10.4% | +28.9% | +18.8% |
| 3Y | +155.6% | +4.4% | +151.1% | +145.2% |
| 5Y | +158.7% | -28.9% | +187.6% | +161.5% |
| 10Y | +377.8% | +81.7% | +296.0% | +303.5% |
| All | +4,511.1% | +6,825.8% | -2,314.8% | +2,593.8% |
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