+14,053.0%
ECL vs EFX
+6,819.2%
+7,233.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +0.4% | +0.3% | +0.2% | +0.4% |
| 30D | +8.6% | +29.1% | -20.5% | +0.3% |
| 3M | +7.9% | +4.3% | +3.6% | +5.9% |
| 6M | +21.0% | +7.7% | +13.3% | +17.0% |
| YTD | +17.5% | -12.5% | +30.0% | +19.5% |
| 1Y | +19.7% | -8.8% | +28.5% | +20.2% |
| 3Y | +77.4% | +4.3% | +73.1% | +66.1% |
| 5Y | +38.7% | -29.4% | +68.1% | +44.0% |
| 10Y | +193.5% | +78.1% | +115.4% | +126.9% |
| All | +14,053.0% | +6,819.2% | +7,233.8% | +5,167.2% |
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