+153.5%
FDX vs EFV
+163.3%
-9.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.2% |
| 7D | +5.2% | +2.5% | +2.7% | +2.7% |
| 30D | +11.3% | +2.9% | +8.4% | +8.3% |
| 3M | -4.1% | -1.4% | -2.7% | -2.8% |
| 6M | +9.6% | +5.5% | +4.1% | +4.0% |
| YTD | +40.9% | +16.1% | +24.8% | +21.5% |
| 1Y | +53.0% | +20.3% | +32.7% | +27.5% |
| 3Y | +74.1% | +90.4% | -16.3% | -8.4% |
| 5Y | +75.1% | +93.5% | -18.4% | -9.9% |
| All | +153.5% | +163.3% | -9.8% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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