+77.3%
EXE vs EFX
-30.1%
+107.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +3.6% | -3.6% | +7.2% | +4.1% |
| 30D | -4.3% | +25.3% | -29.6% | -7.6% |
| 3M | -7.7% | +3.8% | -11.5% | -8.5% |
| 6M | -7.2% | +12.7% | -20.0% | -9.6% |
| YTD | -18.5% | -13.1% | -5.4% | -17.5% |
| 1Y | -24.4% | -9.3% | -15.0% | -24.1% |
| 3Y | +21.6% | +3.5% | +18.0% | +13.2% |
| 5Y | +77.3% | -30.6% | +108.0% | +78.2% |
| All | +77.3% | -30.1% | +107.4% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling