+178.8%
FDX vs EFV
+162.1%
+16.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.7% |
| 7D | -2.3% | -0.5% | -1.8% | -1.8% |
| 30D | -4.9% | 0.0% | -4.9% | -4.9% |
| 3M | -6.5% | +8.4% | -14.9% | -13.5% |
| 6M | +6.7% | +12.3% | -5.7% | -4.9% |
| YTD | +33.9% | +17.4% | +16.5% | +14.2% |
| 1Y | +72.2% | +27.1% | +45.0% | +35.9% |
| 3Y | +60.2% | +90.7% | -30.5% | -15.8% |
| 5Y | +62.9% | +95.6% | -32.7% | -17.0% |
| 10Y | +178.8% | +165.3% | +13.5% | +11.2% |
| All | +178.8% | +162.1% | +16.7% | +11.2% |
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