+20.5%
EXC vs EFX
-10.5%
+31.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | -0.5% |
| 7D | +0.3% | -8.6% | +8.9% | +1.1% |
| 30D | -3.7% | +0.1% | -3.8% | -3.8% |
| 3M | -1.3% | +3.8% | -5.1% | -1.8% |
| 6M | -9.7% | -13.5% | +3.8% | -9.0% |
| YTD | +2.9% | -17.7% | +20.6% | +4.0% |
| 1Y | +4.4% | -25.6% | +30.0% | +6.5% |
| All | +20.5% | -10.5% | +31.0% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling