+146.5%
EFA vs FDX
+155.8%
-9.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.3% |
| 7D | +2.2% | +5.2% | -3.0% | +0.8% |
| 30D | +1.4% | +11.3% | -9.9% | -1.5% |
| 3M | -4.2% | -4.1% | -0.1% | -3.2% |
| 6M | +1.9% | +9.6% | -7.7% | -1.0% |
| YTD | +10.2% | +40.9% | -30.7% | -0.4% |
| 1Y | +12.8% | +53.0% | -40.2% | -0.4% |
| 3Y | +65.2% | +74.1% | -8.9% | +36.5% |
| 5Y | +49.8% | +75.1% | -25.3% | +20.0% |
| All | +146.5% | +155.8% | -9.3% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling