+376.6%
EFA vs FDX
+1,129.3%
-752.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.4% |
| 7D | +2.2% | +5.2% | -3.0% | +0.3% |
| 30D | +1.4% | +11.3% | -9.9% | -2.7% |
| 3M | -4.2% | -4.1% | -0.1% | -2.8% |
| 6M | +1.9% | +9.6% | -7.7% | -2.3% |
| YTD | +10.2% | +40.9% | -30.7% | -4.7% |
| 1Y | +12.8% | +53.0% | -40.2% | -5.6% |
| 3Y | +65.2% | +74.1% | -8.9% | +25.7% |
| 5Y | +49.8% | +75.1% | -25.3% | +8.8% |
| 10Y | +145.2% | +156.9% | -11.8% | +35.1% |
| All | +376.6% | +1,129.3% | -752.7% | +20.8% |
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 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