+51.4%
FE vs EFX
+4.8%
+46.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | +4.5% | +25.1% | -20.6% | +2.0% |
| 3M | +1.3% | +1.7% | -0.3% | +0.9% |
| 6M | +8.7% | +18.4% | -9.7% | +6.3% |
| YTD | +9.2% | -12.5% | +21.7% | +10.0% |
| 1Y | +7.0% | -8.1% | +15.1% | +6.9% |
| 3Y | +51.4% | +4.8% | +46.6% | +27.6% |
| All | +51.4% | +4.8% | +46.5% | +27.6% |
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