+152.1%
ECL vs EFX
+41.8%
+110.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.6% | -11.1% | +8.5% | +1.4% |
| 30D | -4.6% | -7.4% | +2.8% | -2.2% |
| 3M | +6.0% | +1.5% | +4.5% | +4.6% |
| 6M | -3.0% | -13.7% | +10.7% | +1.0% |
| YTD | +4.0% | -21.9% | +25.9% | +11.3% |
| 1Y | +2.0% | -30.8% | +32.8% | +13.9% |
| 3Y | +53.9% | -12.4% | +66.3% | +48.7% |
| 5Y | +27.1% | -35.9% | +63.1% | +35.8% |
| All | +152.1% | +41.8% | +110.3% | +93.1% |
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