+197.7%
EXC vs EFX
+69.3%
+128.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +9.0% | +29.1% | -20.1% | +2.4% |
| 3M | +3.3% | +4.3% | -1.0% | +1.8% |
| 6M | +5.7% | +7.7% | -2.1% | +2.8% |
| YTD | +7.3% | -12.5% | +19.8% | +8.9% |
| 1Y | +2.9% | -8.8% | +11.8% | +3.2% |
| 3Y | +29.3% | +4.3% | +25.0% | +19.0% |
| 5Y | +40.1% | -29.4% | +69.4% | +41.9% |
| 10Y | +197.7% | +78.1% | +119.5% | +105.2% |
| All | +197.7% | +69.3% | +128.3% | +105.2% |
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 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