+50.1%
EFA vs FDX
+74.7%
-24.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.2% |
| 7D | +2.2% | +5.2% | -3.0% | +1.1% |
| 30D | +1.4% | +11.3% | -9.9% | -1.1% |
| 3M | -4.2% | -4.1% | -0.1% | -3.3% |
| 6M | +1.9% | +9.6% | -7.7% | -0.5% |
| YTD | +10.2% | +40.9% | -30.7% | +1.3% |
| 1Y | +12.8% | +53.0% | -40.2% | +1.8% |
| 3Y | +65.2% | +74.1% | -8.9% | +40.5% |
| All | +50.1% | +74.7% | -24.6% | +23.8% |
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