+47.7%
FE vs EFX
-12.5%
+60.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.4% |
| 7D | +0.6% | -7.8% | +8.5% | +1.5% |
| 30D | -2.1% | -5.7% | +3.6% | -1.6% |
| 3M | +2.6% | +2.5% | +0.1% | +2.1% |
| 6M | -6.8% | -16.7% | +9.9% | -5.3% |
| YTD | +6.9% | -20.2% | +27.1% | +8.9% |
| 1Y | +11.6% | -31.4% | +42.9% | +15.9% |
| 3Y | +47.7% | -10.5% | +58.2% | +43.4% |
| All | +47.7% | -12.5% | +60.2% | +43.4% |
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