+1,587.4%
EFX vs FDS
+9,502.8%
-7,915.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.5% | -2.9% | -5.2% |
| 7D | -8.6% | -1.9% | -6.7% | -8.0% |
| 30D | +0.1% | +9.0% | -8.9% | -2.6% |
| 3M | +3.8% | +18.9% | -15.0% | -1.9% |
| 6M | -13.5% | +35.1% | -48.6% | -22.0% |
| YTD | -17.7% | +5.5% | -23.2% | -19.9% |
| 1Y | -25.6% | -16.8% | -8.8% | -22.3% |
| 3Y | -12.1% | -28.1% | +16.0% | -3.9% |
| 5Y | -33.8% | -17.4% | -16.4% | -30.6% |
| 10Y | +45.1% | +85.4% | -40.3% | +17.9% |
| All | +1,587.4% | +9,502.8% | -7,915.4% | +413.1% |
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