+35.7%
EFX vs FND
+56.5%
-20.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -4.5% | -5.8% | +1.2% | -3.0% |
| 30D | -6.1% | -20.2% | +14.1% | -0.1% |
| 3M | +6.2% | -12.0% | +18.2% | +9.4% |
| 6M | -11.2% | -18.5% | +7.3% | -7.4% |
| YTD | -21.4% | -22.3% | +0.8% | -17.5% |
| 1Y | -34.3% | -47.6% | +13.3% | -23.3% |
| 3Y | -12.5% | -49.8% | +37.2% | +0.7% |
| 5Y | -35.6% | -63.0% | +27.4% | -23.7% |
| All | +35.7% | +56.5% | -20.8% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling