+101.4%
EXE vs EFX
-36.4%
+137.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | -2.7% | -9.4% | +6.7% | -1.3% |
| 30D | -0.4% | -6.9% | +6.5% | +0.6% |
| 3M | +9.5% | +0.1% | +9.4% | +8.9% |
| 6M | -9.3% | -17.3% | +8.0% | -7.0% |
| YTD | -10.9% | -21.8% | +10.9% | -8.1% |
| 1Y | +4.3% | -32.5% | +36.8% | +10.7% |
| 3Y | +18.8% | -12.3% | +31.2% | +14.1% |
| 5Y | +101.4% | -36.6% | +138.0% | +110.3% |
| All | +101.4% | -36.4% | +137.8% | +110.3% |
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