-6.7%
EFX vs FDS
+31.1%
-37.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.0% |
| 7D | +9.2% | +9.4% | -0.2% | +4.5% |
| 30D | +34.8% | +23.8% | +11.0% | +22.0% |
| 3M | +8.8% | +25.1% | -16.3% | -2.1% |
| 6M | +12.3% | +53.8% | -41.5% | -7.5% |
| YTD | -10.6% | +19.6% | -30.2% | -19.6% |
| 1Y | -6.7% | +31.6% | -38.4% | -20.0% |
| All | -6.7% | +31.1% | -37.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling