+46.2%
EXC vs EFX
-35.1%
+81.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.2% |
| 7D | +1.2% | -7.8% | +9.1% | +2.4% |
| 30D | -2.7% | -5.7% | +3.0% | -2.0% |
| 3M | -1.0% | +2.5% | -3.5% | -1.6% |
| 6M | -9.3% | -16.7% | +7.4% | -7.3% |
| YTD | +3.6% | -20.2% | +23.8% | +6.2% |
| 1Y | +5.9% | -31.4% | +37.3% | +11.1% |
| 3Y | +21.3% | -10.5% | +31.8% | +17.2% |
| 5Y | +46.2% | -35.2% | +81.4% | +43.2% |
| All | +46.2% | -35.1% | +81.2% | +43.2% |
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 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