+20.3%
EXE vs EFX
-12.7%
+32.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.5% |
| 7D | -2.7% | -9.4% | +6.7% | -2.1% |
| 30D | -0.4% | -6.9% | +6.5% | +0.1% |
| 3M | +9.5% | +0.1% | +9.4% | +9.2% |
| 6M | -9.3% | -17.3% | +8.0% | -8.1% |
| YTD | -10.9% | -21.8% | +10.9% | -9.3% |
| 1Y | +4.3% | -32.5% | +36.8% | +8.1% |
| All | +20.3% | -12.7% | +32.9% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling