+571.3%
FE vs EFX
+1,119.3%
-548.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | -1.0% | +2.7% | -3.7% | -1.7% |
| 30D | +4.1% | +33.1% | -29.0% | -3.1% |
| 3M | -1.0% | +8.2% | -9.2% | -3.4% |
| 6M | +4.0% | +10.2% | -6.2% | +0.4% |
| YTD | +6.8% | -11.8% | +18.7% | +7.9% |
| 1Y | +5.3% | -6.1% | +11.4% | +4.6% |
| 3Y | +44.6% | +7.5% | +37.1% | +34.6% |
| 5Y | +44.2% | -30.7% | +74.9% | +46.8% |
| 10Y | +107.3% | +68.7% | +38.6% | +60.9% |
| All | +571.3% | +1,119.3% | -548.0% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling