+202.3%
ECL vs EFX
+80.5%
+121.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +2.9% | -0.8% | +3.6% | +3.1% |
| 30D | +7.5% | +25.1% | -17.6% | -1.2% |
| 3M | +12.2% | +1.7% | +10.6% | +10.8% |
| 6M | +24.6% | +18.4% | +6.2% | +15.5% |
| YTD | +18.8% | -12.5% | +31.3% | +21.4% |
| 1Y | +19.3% | -8.1% | +27.4% | +19.6% |
| 3Y | +78.2% | +4.8% | +73.4% | +59.9% |
| 5Y | +38.8% | -30.1% | +68.9% | +43.7% |
| All | +202.3% | +80.5% | +121.8% | +113.6% |
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