+46.3%
FE vs EFX
-31.2%
+77.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | -1.0% | +2.7% | -3.7% | -1.4% |
| 30D | +4.1% | +33.1% | -29.0% | -0.3% |
| 3M | -1.0% | +8.2% | -9.2% | -2.5% |
| 6M | +4.0% | +10.2% | -6.2% | +1.8% |
| YTD | +6.8% | -11.8% | +18.7% | +7.8% |
| 1Y | +5.3% | -6.1% | +11.4% | +5.0% |
| 3Y | +44.6% | +7.5% | +37.1% | +35.9% |
| All | +46.3% | -31.2% | +77.5% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling