+179.3%
EXE vs EFX
-2.7%
+182.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.8% |
| 7D | -1.8% | -7.8% | +6.0% | -0.6% |
| 30D | +6.4% | -5.7% | +12.1% | +7.2% |
| 3M | +9.2% | +2.5% | +6.7% | +8.3% |
| 6M | -7.0% | -16.7% | +9.7% | -4.8% |
| YTD | -9.5% | -20.2% | +10.7% | -7.0% |
| 1Y | +6.2% | -31.4% | +37.6% | +12.2% |
| 3Y | +20.7% | -10.5% | +31.2% | +16.4% |
| 5Y | +103.6% | -35.2% | +138.8% | +104.9% |
| All | +179.3% | -2.7% | +182.0% | +174.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling