+12.8%
EFA vs FDX
+51.6%
-38.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.3% |
| 3M | -4.2% | -4.1% | -0.1% | -3.2% |
| 6M | +1.9% | +9.6% | -7.7% | -1.2% |
| YTD | +10.2% | +40.9% | -30.7% | -2.3% |
| 1Y | +12.8% | +53.0% | -40.2% | -3.7% |
| All | +12.8% | +51.6% | -38.8% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling