+64.6%
EFA vs FDX
+59.1%
+5.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -0.5% | -2.3% | +1.9% | 0.0% |
| 30D | -1.3% | -4.9% | +3.5% | -0.4% |
| 3M | +5.2% | -6.5% | +11.6% | +6.4% |
| 6M | +9.4% | +6.7% | +2.7% | +7.5% |
| YTD | +12.7% | +33.9% | -21.2% | +6.2% |
| 1Y | +19.3% | +72.2% | -52.9% | +7.1% |
| All | +64.6% | +59.1% | +5.5% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling