+127.7%
EXPE vs EFX
+80.5%
+47.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -0.5% | -0.8% | +0.3% | -0.1% |
| 30D | -6.1% | +25.1% | -31.2% | -16.1% |
| 3M | -21.3% | +1.7% | -23.0% | -22.2% |
| 6M | +19.0% | +18.4% | +0.6% | +8.4% |
| YTD | -8.4% | -12.5% | +4.1% | -3.4% |
| 1Y | -2.8% | -8.1% | +5.3% | +0.2% |
| 3Y | +120.8% | +4.8% | +116.0% | +103.5% |
| 5Y | +46.2% | -30.1% | +76.3% | +58.8% |
| All | +127.7% | +80.5% | +47.2% | +60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling