+38.7%
EXPE vs EFX
-25.2%
+63.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | +1.7% |
| 7D | -9.5% | -8.6% | -0.9% | -5.1% |
| 30D | -6.6% | +0.1% | -6.7% | -6.9% |
| 3M | +31.4% | +3.8% | +27.5% | +27.7% |
| 6M | +35.2% | -13.5% | +48.7% | +45.8% |
| YTD | +5.8% | -17.7% | +23.5% | +15.6% |
| 1Y | +38.7% | -25.6% | +64.2% | +50.4% |
| All | +38.7% | -25.2% | +63.9% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling