+1,694.0%
EFX vs FDS
+10,266.7%
-8,572.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +0.3% | -2.0% | +2.3% | +0.9% |
| 30D | +29.1% | +13.5% | +15.6% | +24.0% |
| 3M | +4.3% | +15.2% | -10.9% | -0.6% |
| 6M | +7.7% | +47.0% | -39.3% | -5.4% |
| YTD | -12.5% | +13.9% | -26.4% | -17.0% |
| 1Y | -8.8% | +25.2% | -34.0% | -16.4% |
| 3Y | +4.3% | -25.3% | +29.7% | +12.5% |
| 5Y | -29.4% | -23.3% | -6.1% | -24.5% |
| 10Y | +78.1% | +126.0% | -47.9% | +36.4% |
| All | +1,694.0% | +10,266.7% | -8,572.7% | +431.2% |
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