+114.5%
FE vs EFX
+38.5%
+75.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.1% |
| 7D | -0.2% | -9.4% | +9.2% | +2.0% |
| 30D | -1.2% | -6.9% | +5.7% | +0.2% |
| 3M | +1.7% | +0.1% | +1.5% | +1.0% |
| 6M | -7.5% | -17.3% | +9.8% | -4.3% |
| YTD | +6.3% | -21.8% | +28.2% | +10.9% |
| 1Y | +10.9% | -32.5% | +43.4% | +19.6% |
| 3Y | +46.9% | -12.3% | +59.3% | +42.8% |
| 5Y | +47.6% | -36.6% | +84.2% | +53.5% |
| 10Y | +114.5% | +41.0% | +73.4% | +66.0% |
| All | +114.5% | +38.5% | +75.9% | +66.0% |
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