+1,692.9%
EFX vs FDS
+10,480.1%
-8,787.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.8% | +1.5% | -2.2% | -1.3% |
| 30D | +25.1% | +14.8% | +10.3% | +19.7% |
| 3M | +1.7% | +16.3% | -14.6% | -3.4% |
| 6M | +18.4% | +66.2% | -47.9% | -0.2% |
| YTD | -12.5% | +16.2% | -28.8% | -17.7% |
| 1Y | -8.1% | +21.8% | -29.9% | -15.0% |
| 3Y | +4.8% | -23.9% | +28.7% | +12.2% |
| 5Y | -30.1% | -23.1% | -7.0% | -25.4% |
| 10Y | +81.5% | +128.7% | -47.3% | +38.3% |
| All | +1,692.9% | +10,480.1% | -8,787.2% | +427.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling