+153.5%
EXPE vs EFX
-12.5%
+166.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.1% | -4.8% | -6.4% |
| 7D | -9.8% | -7.8% | -1.9% | -6.1% |
| 30D | -11.5% | -5.7% | -5.8% | -9.0% |
| 3M | +21.7% | +2.5% | +19.2% | +19.7% |
| 6M | +10.4% | -16.7% | +27.1% | +19.5% |
| YTD | -2.5% | -20.2% | +17.7% | +7.4% |
| 1Y | +27.3% | -31.4% | +58.7% | +48.8% |
| 3Y | +153.5% | -10.5% | +164.0% | +140.3% |
| All | +153.5% | -12.5% | +166.0% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling