+29.2%
ECL vs EFX
-35.1%
+64.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.6% |
| 7D | -0.8% | -7.8% | +7.1% | +1.8% |
| 30D | -2.5% | -5.7% | +3.2% | -0.8% |
| 3M | +8.3% | +2.5% | +5.8% | +6.7% |
| 6M | -1.1% | -16.7% | +15.6% | +3.9% |
| YTD | +6.5% | -20.2% | +26.7% | +12.7% |
| 1Y | +2.1% | -31.4% | +33.5% | +13.6% |
| 3Y | +57.6% | -10.5% | +68.1% | +48.2% |
| All | +29.2% | -35.1% | +64.3% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling