+578.0%
FE vs EFX
+1,119.3%
-541.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | 0.0% | +2.7% | -2.7% | -0.7% |
| 30D | +5.2% | +33.1% | -27.9% | -2.1% |
| 3M | 0.0% | +8.2% | -8.2% | -2.5% |
| 6M | +5.0% | +10.2% | -5.1% | +1.4% |
| YTD | +7.9% | -11.8% | +19.7% | +9.0% |
| 1Y | +6.3% | -6.1% | +12.4% | +5.6% |
| 3Y | +46.0% | +7.5% | +38.5% | +35.9% |
| 5Y | +45.6% | -30.7% | +76.3% | +48.3% |
| 10Y | +109.3% | +68.7% | +40.6% | +62.5% |
| All | +578.0% | +1,119.3% | -541.3% | +217.1% |
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