+395.7%
EFA vs FDX
+1,118.3%
-722.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.6% | -2.5% | +3.1% | +1.5% |
| 30D | +0.9% | +3.8% | -2.9% | -0.7% |
| 3M | +4.9% | -1.3% | +6.2% | +5.0% |
| 6M | +8.6% | +5.0% | +3.5% | +5.6% |
| YTD | +14.6% | +39.6% | -25.0% | -0.4% |
| 1Y | +22.6% | +81.1% | -58.5% | -3.9% |
| 3Y | +66.5% | +63.0% | +3.5% | +30.0% |
| 5Y | +54.5% | +65.6% | -11.1% | +14.6% |
| 10Y | +144.8% | +183.4% | -38.6% | +28.6% |
| All | +395.7% | +1,118.3% | -722.6% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling