+736.5%
EXPE vs EFX
+520.4%
+216.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -4.2% | -3.6% | -0.6% | -2.0% |
| 30D | -4.5% | +25.3% | -29.8% | -16.7% |
| 3M | -19.7% | +3.8% | -23.5% | -21.9% |
| 6M | +18.3% | +12.7% | +5.6% | +8.5% |
| YTD | -7.3% | -13.1% | +5.8% | -1.1% |
| 1Y | -3.9% | -9.3% | +5.4% | 0.0% |
| 3Y | +123.0% | +3.5% | +119.5% | +101.5% |
| 5Y | +47.9% | -30.6% | +78.6% | +66.4% |
| 10Y | +126.5% | +80.2% | +46.3% | +23.0% |
| All | +736.5% | +520.4% | +216.0% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling