+38.9%
EFX vs FDS
+66.9%
-28.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +2.9% |
| 7D | -11.1% | -16.0% | +4.9% | -2.9% |
| 30D | -7.4% | -6.7% | -0.7% | -4.1% |
| 3M | +1.5% | +6.0% | -4.5% | -1.6% |
| 6M | -13.7% | +25.1% | -38.8% | -23.8% |
| YTD | -21.9% | -8.1% | -13.7% | -19.8% |
| 1Y | -30.8% | -26.0% | -4.8% | -21.4% |
| 3Y | -12.4% | -36.4% | +24.0% | +7.0% |
| 5Y | -35.9% | -27.7% | -8.2% | -26.7% |
| All | +38.9% | +66.9% | -28.0% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling