+2,453.0%
EXC vs EFX
+6,822.9%
-4,369.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -1.7% | -2.2% | +0.4% | -1.3% |
| 30D | +9.3% | +29.2% | -19.9% | +3.5% |
| 3M | +1.0% | +3.5% | -2.4% | -0.1% |
| 6M | +5.9% | +7.8% | -1.8% | +3.4% |
| YTD | +7.6% | -12.4% | +20.0% | +8.8% |
| 1Y | +2.4% | -8.2% | +10.7% | +2.4% |
| 3Y | +30.2% | +4.7% | +25.5% | +23.4% |
| 5Y | +41.4% | -32.0% | +73.4% | +44.3% |
| 10Y | +183.8% | +69.1% | +114.7% | +133.3% |
| All | +2,453.0% | +6,822.9% | -4,369.9% | +1,155.0% |
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