+376.6%
EFA vs FDS
+2,424.2%
-2,047.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.2% | +1.5% | +0.8% | +1.7% |
| 30D | +1.4% | +14.8% | -13.4% | -3.3% |
| 3M | -4.2% | +16.3% | -20.4% | -9.6% |
| 6M | +1.9% | +66.2% | -64.3% | -16.3% |
| YTD | +10.2% | +16.2% | -6.0% | +0.4% |
| 1Y | +12.8% | +21.8% | -9.1% | +0.7% |
| 3Y | +65.2% | -23.9% | +89.1% | +71.2% |
| 5Y | +49.8% | -23.1% | +72.9% | +52.6% |
| 10Y | +145.2% | +128.7% | +16.4% | +61.4% |
| All | +376.6% | +2,424.2% | -2,047.5% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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