+153.4%
EXE vs EFX
+6.7%
+146.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +5.3% | -0.8% | +6.1% | +5.4% |
| 30D | -2.2% | +25.1% | -27.3% | -5.6% |
| 3M | -5.9% | +1.7% | -7.5% | -6.4% |
| 6M | -5.7% | +18.4% | -24.1% | -8.9% |
| YTD | -17.8% | -12.5% | -5.3% | -16.9% |
| 1Y | -23.1% | -8.1% | -15.0% | -23.1% |
| 3Y | +21.2% | +4.8% | +16.4% | +13.2% |
| 5Y | +78.8% | -30.1% | +108.9% | +77.8% |
| All | +153.4% | +6.7% | +146.8% | +145.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling