+178.5%
EXE vs EFX
+0.4%
+178.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -0.2% |
| 7D | -0.3% | -8.6% | +8.4% | +1.1% |
| 30D | +8.5% | +0.1% | +8.3% | +8.3% |
| 3M | +5.5% | +3.8% | +1.6% | +4.3% |
| 6M | -5.9% | -13.5% | +7.6% | -4.2% |
| YTD | -9.7% | -17.7% | +7.9% | -7.7% |
| 1Y | +3.6% | -25.6% | +29.1% | +7.8% |
| 3Y | +18.0% | -12.1% | +30.1% | +14.7% |
| 5Y | +109.4% | -33.8% | +143.2% | +110.0% |
| All | +178.5% | +0.4% | +178.1% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling