+2,340.5%
EXC vs EFX
+6,408.3%
-4,067.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | +0.2% |
| 7D | +0.3% | -8.6% | +8.9% | +2.1% |
| 30D | -3.7% | +0.1% | -3.8% | -3.9% |
| 3M | -1.3% | +3.8% | -5.1% | -2.5% |
| 6M | -9.7% | -13.5% | +3.8% | -7.7% |
| YTD | +2.9% | -17.7% | +20.6% | +5.6% |
| 1Y | +4.4% | -25.6% | +30.0% | +9.1% |
| 3Y | +22.2% | -12.1% | +34.3% | +20.4% |
| 5Y | +46.7% | -33.8% | +80.5% | +50.7% |
| 10Y | +155.3% | +45.1% | +110.2% | +117.0% |
| All | +2,340.5% | +6,408.3% | -4,067.7% | +1,118.4% |
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