+88.3%
EXPE vs EFX
-36.4%
+124.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | +0.4% |
| 7D | -11.5% | -9.4% | -2.1% | -6.8% |
| 30D | -13.1% | -6.9% | -6.2% | -9.8% |
| 3M | +18.1% | +0.1% | +18.0% | +17.4% |
| 6M | +13.3% | -17.3% | +30.6% | +24.1% |
| YTD | -3.2% | -21.8% | +18.6% | +9.0% |
| 1Y | +26.1% | -32.5% | +58.7% | +52.4% |
| 3Y | +151.7% | -12.3% | +164.1% | +147.9% |
| 5Y | +88.3% | -36.6% | +125.0% | +106.3% |
| All | +88.3% | -36.4% | +124.8% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling