+395.7%
EFA vs FDS
+2,191.0%
-1,795.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.3% |
| 7D | +0.6% | -1.9% | +2.5% | +1.2% |
| 30D | +0.9% | +9.0% | -8.2% | -2.2% |
| 3M | +4.9% | +18.9% | -14.0% | -2.4% |
| 6M | +8.6% | +35.1% | -26.6% | -4.6% |
| YTD | +14.6% | +5.5% | +9.1% | +8.5% |
| 1Y | +22.6% | -16.8% | +39.4% | +25.1% |
| 3Y | +66.5% | -28.1% | +94.6% | +76.7% |
| 5Y | +54.5% | -17.4% | +72.0% | +53.6% |
| 10Y | +144.8% | +85.4% | +59.3% | +74.2% |
| All | +395.7% | +2,191.0% | -1,795.3% | +64.3% |
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