+81.7%
EFX vs FDS
+132.8%
-51.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -1.3% |
| 7D | -2.0% | -2.1% | +0.2% | -0.9% |
| 30D | +27.9% | +16.0% | +11.9% | +18.7% |
| 3M | +3.8% | +18.8% | -15.0% | -5.2% |
| 6M | +13.0% | +54.1% | -41.1% | -10.3% |
| YTD | -12.4% | +17.0% | -29.4% | -20.8% |
| 1Y | -10.4% | +25.5% | -35.9% | -22.3% |
| 3Y | +4.4% | -23.3% | +27.8% | +16.0% |
| 5Y | -28.9% | -22.6% | -6.3% | -22.0% |
| 10Y | +81.7% | +130.2% | -48.5% | +19.9% |
| All | +81.7% | +132.8% | -51.0% | +19.9% |
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