-10.5%
EFX vs FDS
-30.4%
+19.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -0.9% |
| 7D | -7.8% | -5.4% | -2.4% | -5.2% |
| 30D | -5.7% | +1.6% | -7.3% | -6.4% |
| 3M | +2.5% | +17.7% | -15.2% | -5.1% |
| 6M | -16.7% | +29.1% | -45.7% | -26.7% |
| YTD | -20.2% | +1.0% | -21.2% | -21.0% |
| 1Y | -31.4% | -21.6% | -9.8% | -22.5% |
| 3Y | -10.5% | -30.1% | +19.6% | +4.3% |
| All | -10.5% | -30.4% | +19.9% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling