+51.1%
EFX vs FND
+57.9%
-6.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.3% |
| 7D | -0.8% | -6.8% | +6.1% | +1.1% |
| 30D | +25.1% | +8.0% | +17.1% | +22.1% |
| 3M | +1.7% | -18.9% | +20.6% | +7.3% |
| 6M | +18.4% | +4.7% | +13.7% | +15.2% |
| YTD | -12.5% | -21.6% | +9.1% | -8.7% |
| 1Y | -8.1% | -22.0% | +13.9% | -4.1% |
| 3Y | +4.8% | -40.4% | +45.2% | +15.1% |
| 5Y | -30.1% | -63.8% | +33.7% | -17.1% |
| All | +51.1% | +57.9% | -6.8% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling