+576.2%
FE vs EFX
+1,038.6%
-462.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | +1.0% |
| 7D | +1.9% | -8.6% | +10.6% | +4.1% |
| 30D | -1.2% | +0.1% | -1.3% | -1.4% |
| 3M | +3.5% | +3.8% | -0.4% | +1.9% |
| 6M | -6.1% | -13.5% | +7.5% | -3.7% |
| YTD | +7.6% | -17.7% | +25.3% | +11.0% |
| 1Y | +11.9% | -25.6% | +37.5% | +17.9% |
| 3Y | +48.4% | -12.1% | +60.5% | +45.7% |
| 5Y | +44.8% | -33.8% | +78.6% | +49.3% |
| 10Y | +115.9% | +45.1% | +70.7% | +74.5% |
| All | +576.2% | +1,038.6% | -462.4% | +222.7% |
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