+2.7%
ECL vs EFX
-25.2%
+27.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +1.3% |
| 7D | -2.6% | -8.6% | +6.0% | -1.0% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | +10.1% | +3.8% | +6.3% | +9.1% |
| 6M | -5.7% | -13.5% | +7.8% | -4.1% |
| YTD | +7.0% | -17.7% | +24.6% | +9.7% |
| 1Y | +2.7% | -25.6% | +28.2% | +6.3% |
| All | +2.7% | -25.2% | +27.9% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling