-36.6%
EFX vs FDS
-23.5%
-13.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.2% |
| 7D | -9.4% | -8.8% | -0.6% | -4.6% |
| 30D | -6.9% | -1.4% | -5.5% | -6.1% |
| 3M | +0.1% | +13.9% | -13.8% | -6.7% |
| 6M | -17.3% | +27.4% | -44.7% | -28.3% |
| YTD | -21.8% | -2.5% | -19.4% | -21.5% |
| 1Y | -32.5% | -23.8% | -8.8% | -22.0% |
| 3Y | -12.3% | -32.5% | +20.1% | +7.6% |
| 5Y | -36.6% | -23.2% | -13.4% | -21.7% |
| All | -36.6% | -23.5% | -13.2% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling