+68.8%
FDX vs EFV
+97.7%
-28.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.4% |
| 7D | -2.5% | +1.5% | -4.0% | -3.8% |
| 30D | +3.8% | +1.7% | +2.1% | +2.2% |
| 3M | -1.3% | +8.6% | -9.9% | -8.2% |
| 6M | +5.0% | +11.7% | -6.7% | -4.7% |
| YTD | +39.6% | +19.3% | +20.4% | +19.4% |
| 1Y | +81.1% | +30.2% | +50.9% | +43.5% |
| 3Y | +63.0% | +91.6% | -28.5% | -8.4% |
| All | +68.8% | +97.7% | -28.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling