+156.4%
EXPE vs EFX
+41.8%
+114.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -8.7% | -11.1% | +2.5% | -3.2% |
| 30D | -13.6% | -7.4% | -6.3% | -10.4% |
| 3M | +26.6% | +1.5% | +25.2% | +25.1% |
| 6M | +19.9% | -13.7% | +33.6% | +27.8% |
| YTD | -1.7% | -21.9% | +20.1% | +9.9% |
| 1Y | +29.4% | -30.8% | +60.2% | +52.7% |
| 3Y | +155.7% | -12.4% | +168.0% | +158.1% |
| 5Y | +93.1% | -35.9% | +129.0% | +119.1% |
| All | +156.4% | +41.8% | +114.6% | +105.8% |
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