+192.7%
EXC vs EFX
+79.2%
+113.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -1.9% | -3.6% | +1.7% | -1.1% |
| 30D | +7.8% | +25.3% | -17.5% | +1.9% |
| 3M | +1.9% | +3.8% | -1.9% | +0.5% |
| 6M | +3.4% | +12.7% | -9.3% | -0.5% |
| YTD | +7.6% | -13.1% | +20.7% | +9.3% |
| 1Y | +2.1% | -9.3% | +11.4% | +2.5% |
| 3Y | +29.6% | +3.5% | +26.1% | +19.4% |
| 5Y | +39.5% | -30.6% | +70.1% | +42.1% |
| All | +192.7% | +79.2% | +113.5% | +101.6% |
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