+120.9%
FE vs EFX
+69.3%
+51.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +4.3% | +29.1% | -24.8% | -1.7% |
| 3M | +0.4% | +4.3% | -3.9% | -1.0% |
| 6M | +6.9% | +7.7% | -0.8% | +4.1% |
| YTD | +8.0% | -12.5% | +20.5% | +9.4% |
| 1Y | +4.8% | -8.8% | +13.7% | +5.0% |
| 3Y | +49.0% | +4.3% | +44.6% | +38.6% |
| 5Y | +46.2% | -29.4% | +75.6% | +48.3% |
| 10Y | +120.9% | +78.1% | +42.8% | +61.0% |
| All | +120.9% | +69.3% | +51.5% | +61.0% |
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