+55.1%
EFA vs FDX
+65.6%
-10.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | +1.2% | -3.3% | +4.5% | +1.9% |
| 30D | -0.7% | -1.4% | +0.7% | -0.5% |
| 3M | +6.4% | -4.5% | +10.9% | +7.3% |
| 6M | +11.4% | +9.4% | +2.0% | +8.7% |
| YTD | +14.0% | +36.0% | -22.0% | +5.8% |
| 1Y | +20.2% | +75.5% | -55.3% | +5.3% |
| 3Y | +68.2% | +62.8% | +5.4% | +45.7% |
| All | +55.1% | +65.6% | -10.5% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling